+43,572.8%
TJX vs NSC
+5,582.3%
+37,990.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -4.6% | -2.8% | -1.8% | -3.6% |
| 30D | -17.2% | -4.5% | -12.6% | -15.8% |
| 3M | -24.9% | +3.5% | -28.4% | -26.1% |
| 6M | -19.7% | +8.5% | -28.2% | -22.6% |
| YTD | -17.2% | +12.3% | -29.5% | -21.3% |
| 1Y | -9.4% | +18.9% | -28.4% | -15.8% |
| 3Y | +43.1% | +74.1% | -31.1% | +12.9% |
| 5Y | +96.7% | +43.9% | +52.8% | +64.2% |
| 10Y | +287.7% | +331.6% | -43.9% | +115.3% |
| All | +43,572.8% | +5,582.3% | +37,990.4% | +6,246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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