+3.2%
TJX vs TMF
-23.9%
+27.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.7% | +4.9% |
| 7D | +4.6% | +4.0% | +0.6% | +4.1% |
| 30D | +7.7% | +19.5% | -11.8% | +5.8% |
| 3M | -7.8% | -3.5% | -4.3% | -7.6% |
| 6M | -5.8% | -10.6% | +4.8% | -5.2% |
| YTD | -4.9% | -17.1% | +12.2% | -3.3% |
| 1Y | +3.2% | -24.3% | +27.4% | +5.3% |
| All | +3.2% | -23.9% | +27.0% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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