+3.2%
TJX vs NOC
-7.1%
+10.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.5% | +9.7% | +5.6% |
| 7D | +4.6% | -5.0% | +9.6% | +5.1% |
| 30D | +7.7% | +10.3% | -2.6% | +6.4% |
| 3M | -7.8% | -4.3% | -3.5% | -7.5% |
| 6M | -5.8% | -6.5% | +0.7% | -5.5% |
| YTD | -4.9% | -6.7% | +1.9% | -4.5% |
| 1Y | +3.2% | -7.5% | +10.6% | +3.7% |
| All | +3.2% | -7.1% | +10.2% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling