+314.8%
TJX vs MTSI
+539.0%
-224.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.3% | -10.7% | -1.6% |
| 7D | -5.7% | +7.2% | -12.9% | -6.8% |
| 30D | -3.9% | -18.4% | +14.6% | -2.2% |
| 3M | -12.1% | -16.7% | +4.6% | -11.4% |
| 6M | -7.8% | -31.7% | +23.9% | -5.6% |
| YTD | -10.4% | +45.9% | -56.2% | -18.2% |
| 1Y | -5.5% | +47.0% | -52.5% | -14.0% |
| 3Y | +55.0% | +224.1% | -169.1% | +21.3% |
| 5Y | +114.2% | +238.5% | -124.3% | +62.9% |
| 10Y | +314.8% | +512.7% | -197.9% | +145.3% |
| All | +314.8% | +539.0% | -224.2% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling