+34,630.2%
TJX vs NTAP
+23,312.9%
+11,317.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.9% |
| 7D | -4.0% | +2.2% | -6.1% | -4.2% |
| 30D | -20.3% | -7.0% | -13.3% | -19.6% |
| 3M | -23.3% | +12.3% | -35.6% | -24.7% |
| 6M | -19.7% | +85.1% | -104.9% | -26.8% |
| YTD | -17.1% | +74.8% | -91.9% | -24.1% |
| 1Y | -8.8% | +52.7% | -61.5% | -15.0% |
| 3Y | +43.4% | +147.7% | -104.3% | +23.3% |
| 5Y | +95.2% | +124.8% | -29.6% | +69.2% |
| 10Y | +288.1% | +589.7% | -301.7% | +186.2% |
| All | +34,630.2% | +23,312.9% | +11,317.3% | +12,327.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling