+59.8%
ON vs TJX
+95.5%
-35.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.8% | +8.7% |
| 7D | +2.4% | -4.6% | +7.0% | +5.4% |
| 30D | -8.6% | -17.2% | +8.5% | +2.8% |
| 3M | -34.3% | -24.9% | -9.4% | -22.0% |
| 6M | +28.5% | -19.7% | +48.2% | +44.7% |
| YTD | +40.6% | -17.2% | +57.8% | +53.9% |
| 1Y | +55.3% | -9.4% | +64.7% | +57.8% |
| 3Y | -22.2% | +43.1% | -65.3% | -46.4% |
| All | +59.8% | +95.5% | -35.6% | -18.1% |
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