+244.8%
NEE vs TJX
+287.7%
-42.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | -1.3% | -4.6% | +3.2% | 0.0% |
| 30D | -3.3% | -17.2% | +13.8% | +2.0% |
| 3M | -2.3% | -24.9% | +22.7% | +6.0% |
| 6M | -8.9% | -19.7% | +10.8% | -3.4% |
| YTD | +4.8% | -17.2% | +22.0% | +9.9% |
| 1Y | +18.7% | -9.4% | +28.2% | +21.1% |
| 3Y | +33.2% | +43.1% | -9.8% | +17.5% |
| 5Y | +10.9% | +96.7% | -85.9% | -12.5% |
| All | +244.8% | +287.7% | -42.9% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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