+1,381.0%
NET vs TJX
+178.6%
+1,202.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.8% | -4.8% |
| 7D | -16.4% | +4.6% | -21.0% | -18.1% |
| 30D | -25.8% | +7.7% | -33.5% | -28.6% |
| 3M | -11.5% | -7.8% | -3.7% | -8.9% |
| 6M | +18.9% | -5.8% | +24.7% | +20.3% |
| YTD | +35.2% | -4.9% | +40.1% | +34.8% |
| 1Y | +14.5% | +3.2% | +11.3% | +9.4% |
| 3Y | +313.8% | +65.4% | +248.4% | +208.5% |
| 5Y | +32.6% | +123.1% | -90.6% | -14.0% |
| All | +1,381.0% | +178.6% | +1,202.4% | +884.5% |
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