-8.8%
TJX vs MTSI
+119.6%
-128.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -2.1% |
| 7D | -4.0% | +11.1% | -15.0% | -3.8% |
| 30D | -20.3% | -3.7% | -16.7% | -20.4% |
| 3M | -23.3% | -20.2% | -3.0% | -23.3% |
| 6M | -19.7% | +30.8% | -50.5% | -20.2% |
| YTD | -17.1% | +67.0% | -84.2% | -17.0% |
| 1Y | -8.8% | +120.4% | -129.2% | -8.4% |
| All | -8.8% | +119.6% | -128.4% | -8.4% |
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