+283.6%
TJX vs MUB
+17.2%
+266.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.8% |
| 7D | -4.6% | -0.8% | -3.8% | -3.7% |
| 30D | -17.2% | -2.4% | -14.8% | -15.0% |
| 3M | -24.9% | -2.8% | -22.1% | -22.5% |
| 6M | -19.7% | -2.2% | -17.4% | -17.7% |
| YTD | -17.2% | -1.6% | -15.6% | -15.8% |
| 1Y | -9.4% | 0.0% | -9.5% | -9.5% |
| 3Y | +43.1% | +7.9% | +35.2% | +31.1% |
| 5Y | +96.7% | +1.2% | +95.5% | +94.5% |
| All | +283.6% | +17.2% | +266.4% | +279.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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