+46.6%
TJX vs MTSI
+241.4%
-194.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.5% |
| 7D | -3.3% | +4.9% | -8.1% | -3.5% |
| 30D | -19.9% | -11.6% | -8.3% | -19.5% |
| 3M | -19.0% | -24.1% | +5.0% | -18.2% |
| 6M | -18.6% | +32.4% | -51.0% | -21.1% |
| YTD | -15.3% | +60.4% | -75.7% | -19.3% |
| 1Y | -7.3% | +111.0% | -118.3% | -14.1% |
| 3Y | +46.6% | +246.1% | -199.6% | +24.8% |
| All | +46.6% | +241.4% | -194.8% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling