+283.6%
TJX vs MTUM
+357.8%
-74.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.0% |
| 7D | -4.6% | +0.7% | -5.3% | -5.0% |
| 30D | -17.2% | -2.4% | -14.7% | -16.1% |
| 3M | -24.9% | -3.6% | -21.3% | -24.7% |
| 6M | -19.7% | +23.7% | -43.3% | -31.7% |
| YTD | -17.2% | +22.9% | -40.1% | -29.8% |
| 1Y | -9.4% | +21.8% | -31.2% | -23.0% |
| 3Y | +43.1% | +114.4% | -71.4% | -20.4% |
| 5Y | +96.7% | +79.6% | +17.2% | +23.7% |
| All | +283.6% | +357.8% | -74.2% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling