+43.1%
TJX vs MTCH
-0.9%
+44.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -4.6% | +1.3% | -5.9% | -4.7% |
| 30D | -17.2% | +15.9% | -33.0% | -18.4% |
| 3M | -24.9% | +23.3% | -48.2% | -26.6% |
| 6M | -19.7% | +40.1% | -59.8% | -22.6% |
| YTD | -17.2% | +33.6% | -50.8% | -20.0% |
| 1Y | -9.4% | +14.1% | -23.5% | -11.0% |
| 3Y | +43.1% | +1.4% | +41.7% | +39.3% |
| All | +43.1% | -0.9% | +44.0% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling