+283.6%
TJX vs NOC
+192.5%
+91.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.6% | +0.8% | -5.4% | -4.8% |
| 30D | -17.2% | -9.7% | -7.5% | -14.8% |
| 3M | -24.9% | -5.6% | -19.3% | -23.8% |
| 6M | -19.7% | -28.6% | +8.9% | -12.1% |
| YTD | -17.2% | -7.9% | -9.3% | -16.2% |
| 1Y | -9.4% | -9.5% | +0.1% | -8.0% |
| 3Y | +43.1% | +28.4% | +14.7% | +27.1% |
| 5Y | +96.7% | +59.0% | +37.8% | +53.6% |
| All | +283.6% | +192.5% | +91.2% | +145.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling