-2.4%
TJX vs NTRS
+37.4%
-39.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.5% | -3.8% |
| 7D | -2.0% | -0.9% | -1.1% | -1.8% |
| 30D | +1.1% | +1.1% | 0.0% | +1.2% |
| 3M | -13.1% | -6.6% | -6.5% | -12.3% |
| 6M | -10.0% | +7.1% | -17.0% | -10.7% |
| YTD | -8.9% | +27.4% | -36.3% | -12.8% |
| 1Y | -2.4% | +36.5% | -38.9% | -8.2% |
| All | -2.4% | +37.4% | -39.8% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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