+327.1%
NET vs TJX
+48.5%
+278.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -7.0% | -2.2% | -4.7% | -6.5% |
| 30D | -4.8% | -17.1% | +12.4% | -1.2% |
| 3M | +3.8% | -16.5% | +20.3% | +7.2% |
| 6M | +50.0% | -17.8% | +67.9% | +55.6% |
| YTD | +41.5% | -13.2% | +54.7% | +42.9% |
| 1Y | +32.8% | -5.2% | +38.0% | +26.8% |
| All | +327.1% | +48.5% | +278.6% | +180.0% |
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