+192.4%
ON vs TJX
+7,183.9%
-6,991.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.3% |
| 7D | -4.7% | -4.4% | -0.4% | -2.2% |
| 30D | -13.5% | -18.6% | +5.1% | -2.6% |
| 3M | -36.3% | -24.4% | -11.9% | -25.8% |
| 6M | +17.8% | -20.2% | +38.0% | +32.2% |
| YTD | +29.6% | -16.9% | +46.5% | +41.4% |
| 1Y | +45.8% | -8.5% | +54.3% | +49.7% |
| 3Y | -28.3% | +43.7% | -72.1% | -44.3% |
| 5Y | +49.6% | +97.3% | -47.7% | -3.5% |
| 10Y | +583.9% | +289.0% | +294.9% | +193.4% |
| All | +192.4% | +7,183.9% | -6,991.5% | -74.8% |
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