+2,308.9%
TJX vs TMF
-68.9%
+2,377.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | 0.0% |
| 7D | -2.2% | -1.4% | -0.8% | -2.4% |
| 30D | -17.1% | -2.8% | -14.3% | -17.4% |
| 3M | -16.5% | -10.9% | -5.6% | -17.5% |
| 6M | -17.8% | -21.3% | +3.5% | -19.9% |
| YTD | -13.2% | -15.9% | +2.7% | -14.7% |
| 1Y | -5.2% | -15.7% | +10.5% | -6.7% |
| 3Y | +48.2% | -43.4% | +91.6% | +41.2% |
| 5Y | +99.8% | -87.8% | +187.5% | +53.6% |
| 10Y | +291.1% | -86.7% | +377.9% | +228.4% |
| All | +2,308.9% | -68.9% | +2,377.8% | +2,336.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling