+288.1%
TJX vs MTSI
+571.2%
-283.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -2.7% |
| 7D | -4.0% | +11.1% | -15.0% | -5.3% |
| 30D | -20.3% | -3.7% | -16.7% | -20.1% |
| 3M | -23.3% | -20.2% | -3.0% | -21.8% |
| 6M | -19.7% | +30.8% | -50.5% | -24.1% |
| YTD | -17.1% | +67.0% | -84.2% | -24.7% |
| 1Y | -8.8% | +120.4% | -129.2% | -20.9% |
| 3Y | +43.4% | +260.4% | -217.0% | +12.2% |
| 5Y | +95.2% | +356.3% | -261.0% | +44.6% |
| 10Y | +288.1% | +581.1% | -293.0% | +129.2% |
| All | +288.1% | +571.2% | -283.1% | +129.2% |
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