+3.2%
TJX vs NTAP
+66.6%
-63.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +5.1% |
| 7D | +4.6% | -16.1% | +20.7% | +4.1% |
| 30D | +7.7% | -15.9% | +23.6% | +7.2% |
| 3M | -7.8% | -1.2% | -6.6% | -7.8% |
| 6M | -5.8% | +70.1% | -75.8% | -4.0% |
| YTD | -4.9% | +77.9% | -82.8% | -2.5% |
| 1Y | +3.2% | +68.1% | -65.0% | +6.5% |
| All | +3.2% | +66.6% | -63.4% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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