+1,762.6%
NOK vs TJX
+27,134.4%
-25,371.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | +11.0% | -4.6% | +15.6% | +12.8% |
| 30D | +7.8% | -17.2% | +25.0% | +15.3% |
| 3M | -21.0% | -24.9% | +3.9% | -13.1% |
| 6M | +40.9% | -19.7% | +60.6% | +50.3% |
| YTD | +72.0% | -17.2% | +89.2% | +81.1% |
| 1Y | +140.9% | -9.4% | +150.3% | +145.0% |
| 3Y | +194.3% | +43.1% | +151.2% | +151.0% |
| 5Y | +112.5% | +96.7% | +15.8% | +59.2% |
| 10Y | +137.7% | +287.7% | -150.0% | +32.7% |
| All | +1,762.6% | +27,134.4% | -25,371.8% | +182.4% |
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