+2,359.4%
TJX vs TMF
-72.0%
+2,431.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.3% |
| 7D | -0.3% | -9.3% | +8.9% | -1.4% |
| 30D | -5.6% | +1.9% | -7.5% | -5.4% |
| 3M | -12.3% | -11.2% | -1.1% | -13.4% |
| 6M | -7.7% | -17.7% | +10.0% | -9.5% |
| YTD | -11.4% | -24.5% | +13.1% | -13.9% |
| 1Y | -7.0% | -29.4% | +22.4% | -10.4% |
| 3Y | +53.3% | -33.4% | +86.7% | +49.3% |
| 5Y | +109.9% | -88.7% | +198.6% | +59.9% |
| 10Y | +310.0% | -82.5% | +392.4% | +259.8% |
| All | +2,359.4% | -72.0% | +2,431.4% | +2,359.0% |
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 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