+789.1%
NOW vs TJX
+287.7%
+501.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.2% |
| 7D | -6.2% | -4.6% | -1.6% | -4.1% |
| 30D | +6.1% | -17.2% | +23.2% | +15.2% |
| 3M | +28.6% | -24.9% | +53.5% | +46.0% |
| 6M | +14.6% | -19.7% | +34.3% | +25.3% |
| YTD | -13.5% | -17.2% | +3.7% | -7.1% |
| 1Y | -29.4% | -9.4% | -20.0% | -27.5% |
| 3Y | +9.4% | +43.1% | -33.7% | -10.5% |
| 5Y | +2.3% | +96.7% | -94.4% | -28.3% |
| All | +789.1% | +287.7% | +501.4% | +391.0% |
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