-24.0%
NKE vs TJX
+287.7%
-311.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -4.2% | -4.6% | +0.4% | -1.7% |
| 30D | -8.2% | -17.2% | +9.0% | +1.4% |
| 3M | -19.1% | -24.9% | +5.8% | -5.9% |
| 6M | -32.6% | -19.7% | -13.0% | -24.6% |
| YTD | -40.7% | -17.2% | -23.5% | -34.8% |
| 1Y | -48.9% | -9.4% | -39.4% | -46.6% |
| 3Y | -59.2% | +43.1% | -102.3% | -66.9% |
| 5Y | -75.3% | +96.7% | -172.1% | -83.4% |
| All | -24.0% | +287.7% | -311.8% | -64.5% |
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 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