-9.4%
TJX vs TMF
-26.8%
+17.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -4.6% | -5.1% | +0.5% | -4.1% |
| 30D | -17.2% | -4.6% | -12.6% | -16.8% |
| 3M | -24.9% | -16.6% | -8.3% | -23.5% |
| 6M | -19.7% | -19.9% | +0.2% | -18.3% |
| YTD | -17.2% | -20.2% | +3.0% | -15.5% |
| 1Y | -9.4% | -27.7% | +18.3% | -7.0% |
| All | -9.4% | -26.8% | +17.4% | -7.0% |
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