-5.5%
TJX vs MTSI
+41.9%
-47.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.3% | -10.7% | -0.1% |
| 7D | -5.7% | +7.2% | -12.9% | -5.5% |
| 30D | -3.9% | -18.4% | +14.6% | -4.2% |
| 3M | -12.1% | -16.7% | +4.6% | -12.4% |
| 6M | -7.8% | -31.7% | +23.9% | -8.2% |
| YTD | -10.4% | +45.9% | -56.2% | -9.5% |
| 1Y | -5.5% | +47.0% | -52.5% | -3.9% |
| All | -5.5% | +41.9% | -47.4% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling