-5.2%
TJX vs MTUM
+26.3%
-31.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | +0.1% |
| 7D | -2.2% | +1.7% | -4.0% | -2.1% |
| 30D | -17.1% | -1.7% | -15.5% | -17.3% |
| 3M | -16.5% | -6.3% | -10.1% | -16.6% |
| 6M | -17.8% | +21.8% | -39.6% | -20.3% |
| YTD | -13.2% | +22.0% | -35.3% | -16.0% |
| 1Y | -5.2% | +25.3% | -30.5% | -8.6% |
| All | -5.2% | +26.3% | -31.5% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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