-47.4%
NKE vs TJX
-4.4%
-42.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.0% | -2.2% | +0.2% | -1.1% |
| 30D | -8.6% | -17.1% | +8.6% | -1.3% |
| 3M | -11.0% | -16.5% | +5.4% | -4.5% |
| 6M | -33.2% | -17.8% | -15.4% | -28.4% |
| YTD | -38.1% | -13.2% | -24.9% | -34.8% |
| 1Y | -47.4% | -5.2% | -42.2% | -45.5% |
| All | -47.4% | -4.4% | -42.9% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling