+283.6%
TJX vs NTRA
+3,199.2%
-2,915.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | -17.2% | +4.1% | -21.3% | -17.6% |
| 3M | -24.9% | +50.0% | -74.9% | -28.3% |
| 6M | -19.7% | +67.3% | -87.0% | -24.5% |
| YTD | -17.2% | +43.6% | -60.8% | -21.1% |
| 1Y | -9.4% | +89.2% | -98.7% | -16.4% |
| 3Y | +43.1% | +502.5% | -459.5% | +14.0% |
| 5Y | +96.7% | +173.8% | -77.1% | +62.5% |
| All | +283.6% | +3,199.2% | -2,915.6% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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