+43,607.4%
TJX vs NOC
+16,477.3%
+27,130.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -4.0% | -1.6% | -2.4% | -3.6% |
| 30D | -20.3% | -10.4% | -10.0% | -18.0% |
| 3M | -23.3% | -5.6% | -17.7% | -22.2% |
| 6M | -19.7% | -30.4% | +10.7% | -11.9% |
| YTD | -17.1% | -8.5% | -8.7% | -15.9% |
| 1Y | -8.8% | -8.3% | -0.5% | -7.6% |
| 3Y | +43.4% | +28.2% | +15.2% | +30.0% |
| 5Y | +95.2% | +56.7% | +38.5% | +63.4% |
| 10Y | +288.1% | +189.3% | +98.7% | +171.0% |
| All | +43,607.4% | +16,477.3% | +27,130.1% | +11,705.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling