+138.6%
NOK vs TJX
+287.7%
-149.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | +11.0% | -4.6% | +15.6% | +12.7% |
| 30D | +7.8% | -17.2% | +25.0% | +15.2% |
| 3M | -21.0% | -24.9% | +3.9% | -13.0% |
| 6M | +40.9% | -19.7% | +60.6% | +50.3% |
| YTD | +72.0% | -17.2% | +89.2% | +80.8% |
| 1Y | +140.9% | -9.4% | +150.3% | +143.7% |
| 3Y | +194.3% | +43.1% | +151.2% | +144.7% |
| 5Y | +112.5% | +96.7% | +15.8% | +53.0% |
| All | +138.6% | +287.7% | -149.2% | +35.7% |
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