+629.3%
ON vs TJX
+287.7%
+341.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.8% | +8.7% |
| 7D | +2.4% | -4.6% | +7.0% | +5.6% |
| 30D | -8.6% | -17.2% | +8.5% | +3.3% |
| 3M | -34.3% | -24.9% | -9.4% | -21.6% |
| 6M | +28.5% | -19.7% | +48.2% | +45.6% |
| YTD | +40.6% | -17.2% | +57.8% | +55.1% |
| 1Y | +55.3% | -9.4% | +64.7% | +60.1% |
| 3Y | -22.2% | +43.1% | -65.3% | -42.9% |
| 5Y | +62.4% | +96.7% | -34.3% | -5.5% |
| All | +629.3% | +287.7% | +341.6% | +213.7% |
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