+7,150.9%
NEE vs TJX
+44,429.5%
-37,278.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.9% | -4.4% | +2.4% | -1.2% |
| 30D | -3.1% | -18.6% | +15.4% | 0.0% |
| 3M | -2.4% | -24.4% | +21.9% | +1.8% |
| 6M | -8.6% | -20.2% | +11.6% | -5.5% |
| YTD | +4.9% | -16.9% | +21.9% | +7.7% |
| 1Y | +19.4% | -8.5% | +27.9% | +20.6% |
| 3Y | +34.9% | +43.7% | -8.9% | +26.7% |
| 5Y | +11.0% | +97.3% | -86.3% | -1.3% |
| 10Y | +252.3% | +289.0% | -36.6% | +180.4% |
| All | +7,150.9% | +44,429.5% | -37,278.6% | +3,367.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling