+43.1%
TJX vs NTRS
+168.2%
-125.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -4.6% | +1.4% | -6.0% | -4.8% |
| 30D | -17.2% | -0.7% | -16.5% | -17.1% |
| 3M | -24.9% | +11.3% | -36.2% | -26.3% |
| 6M | -19.7% | +35.5% | -55.2% | -24.1% |
| YTD | -17.2% | +40.6% | -57.8% | -22.5% |
| 1Y | -9.4% | +49.2% | -58.6% | -16.3% |
| 3Y | +43.1% | +167.2% | -124.1% | +17.1% |
| All | +43.1% | +168.2% | -125.1% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling