+33.2%
NEE vs TJX
+42.7%
-9.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | -1.3% | -4.6% | +3.2% | -0.3% |
| 30D | -3.3% | -17.2% | +13.8% | +0.7% |
| 3M | -2.3% | -24.9% | +22.7% | +3.9% |
| 6M | -8.9% | -19.7% | +10.8% | -4.7% |
| YTD | +4.8% | -17.2% | +22.0% | +8.5% |
| 1Y | +18.7% | -9.4% | +28.2% | +19.3% |
| 3Y | +33.2% | +43.1% | -9.8% | +9.2% |
| All | +33.2% | +42.7% | -9.5% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling