+112.3%
TJX vs MTSI
+208.2%
-95.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.0% | -6.9% | +1.2% |
| 7D | -2.0% | +3.5% | -5.6% | -2.6% |
| 30D | -0.5% | -30.3% | +29.9% | +2.7% |
| 3M | -14.1% | -26.0% | +11.9% | -12.4% |
| 6M | -9.4% | -36.1% | +26.7% | -6.7% |
| YTD | -9.2% | +34.3% | -43.5% | -17.4% |
| 1Y | -3.3% | +35.3% | -38.6% | -12.3% |
| 3Y | +57.1% | +217.6% | -160.5% | +12.3% |
| 5Y | +112.3% | +210.1% | -97.8% | +42.3% |
| All | +112.3% | +208.2% | -95.9% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling