+283.6%
TJX vs MXL
+313.4%
-29.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.9% | -1.0% |
| 7D | -4.6% | +18.9% | -23.4% | -6.1% |
| 30D | -17.2% | +0.3% | -17.5% | -17.5% |
| 3M | -24.9% | -8.0% | -16.9% | -26.2% |
| 6M | -19.7% | +341.2% | -360.9% | -37.4% |
| YTD | -17.2% | +327.8% | -345.0% | -35.6% |
| 1Y | -9.4% | +364.9% | -374.3% | -30.9% |
| 3Y | +43.1% | +229.2% | -186.2% | +4.9% |
| 5Y | +96.7% | +42.8% | +53.9% | +60.2% |
| All | +283.6% | +313.4% | -29.7% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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