+1.2%
NOW vs TJX
+94.3%
-93.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -9.9% | -4.4% | -5.5% | -7.6% |
| 30D | +2.8% | -18.6% | +21.4% | +15.1% |
| 3M | +23.7% | -24.4% | +48.0% | +44.4% |
| 6M | +12.5% | -20.2% | +32.7% | +26.1% |
| YTD | -14.4% | -16.9% | +2.6% | -7.0% |
| 1Y | -29.0% | -8.5% | -20.5% | -28.0% |
| 3Y | +9.3% | +43.7% | -34.4% | -20.5% |
| 5Y | +1.2% | +97.3% | -96.1% | -42.5% |
| All | +1.2% | +94.3% | -93.1% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling