+284.9%
TJX vs TMF
-86.4%
+371.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | 0.0% |
| 7D | -4.4% | -4.8% | +0.4% | -4.7% |
| 30D | -18.6% | -4.9% | -13.7% | -18.9% |
| 3M | -24.4% | -13.4% | -10.9% | -25.2% |
| 6M | -20.2% | -23.0% | +2.8% | -21.8% |
| YTD | -16.9% | -20.2% | +3.2% | -18.3% |
| 1Y | -8.5% | -26.5% | +18.0% | -10.6% |
| 3Y | +43.7% | -45.2% | +88.9% | +38.1% |
| 5Y | +97.3% | -88.4% | +185.7% | +47.5% |
| All | +284.9% | -86.4% | +371.3% | +213.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling