+681.4%
NFLX vs TJX
+287.7%
+393.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -1.1% | -4.6% | +3.5% | +0.6% |
| 30D | +4.3% | -17.2% | +21.5% | +11.3% |
| 3M | -4.8% | -24.9% | +20.1% | +5.1% |
| 6M | -18.4% | -19.7% | +1.2% | -12.4% |
| YTD | -17.4% | -17.2% | -0.2% | -12.4% |
| 1Y | -35.7% | -9.4% | -26.3% | -34.1% |
| 3Y | +73.8% | +43.1% | +30.7% | +49.5% |
| 5Y | +29.3% | +96.7% | -67.4% | -1.6% |
| All | +681.4% | +287.7% | +393.7% | +402.9% |
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