+3,459.3%
TJX vs NDAQ
+2,261.2%
+1,198.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -4.0% | -1.6% | -2.4% | -3.6% |
| 30D | -20.3% | -1.5% | -18.9% | -20.1% |
| 3M | -23.3% | +8.0% | -31.3% | -24.8% |
| 6M | -19.7% | +7.7% | -27.5% | -21.5% |
| YTD | -17.1% | -2.3% | -14.8% | -17.3% |
| 1Y | -8.8% | +0.6% | -9.4% | -9.8% |
| 3Y | +43.4% | +90.9% | -47.5% | +20.2% |
| 5Y | +95.2% | +52.5% | +42.8% | +71.5% |
| 10Y | +288.1% | +380.3% | -92.2% | +161.9% |
| All | +3,459.3% | +2,261.2% | +1,198.1% | +1,824.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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