+95.2%
TJX vs TMF
-88.0%
+183.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.1% |
| 7D | -4.0% | -0.9% | -3.1% | -3.9% |
| 30D | -20.3% | -1.0% | -19.4% | -20.3% |
| 3M | -23.3% | -11.3% | -12.0% | -22.9% |
| 6M | -19.7% | -22.7% | +3.0% | -18.9% |
| YTD | -17.1% | -17.3% | +0.2% | -16.5% |
| 1Y | -8.8% | -22.5% | +13.7% | -7.9% |
| 3Y | +43.4% | -43.2% | +86.6% | +45.1% |
| 5Y | +95.2% | -88.3% | +183.5% | +86.2% |
| All | +95.2% | -88.0% | +183.2% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling