+283.6%
TJX vs NTAP
+650.8%
-367.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.5% | -8.9% | -2.4% |
| 7D | -4.6% | +7.4% | -12.0% | -6.3% |
| 30D | -17.2% | -1.4% | -15.8% | -17.0% |
| 3M | -24.9% | +24.6% | -49.5% | -29.3% |
| 6M | -19.7% | +105.9% | -125.6% | -34.9% |
| YTD | -17.2% | +88.5% | -105.7% | -31.7% |
| 1Y | -9.4% | +62.1% | -71.5% | -22.2% |
| 3Y | +43.1% | +169.1% | -126.0% | +0.9% |
| 5Y | +96.7% | +141.9% | -45.2% | +41.0% |
| All | +283.6% | +650.8% | -367.1% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling