+97.2%
TJX vs NTRS
+93.2%
+4.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -4.6% | +1.4% | -6.0% | -4.9% |
| 30D | -17.2% | -0.7% | -16.5% | -17.0% |
| 3M | -24.9% | +11.3% | -36.2% | -27.2% |
| 6M | -19.7% | +35.5% | -55.2% | -26.6% |
| YTD | -17.2% | +40.6% | -57.8% | -25.4% |
| 1Y | -9.4% | +49.2% | -58.6% | -20.0% |
| 3Y | +43.1% | +167.2% | -124.1% | +2.6% |
| All | +97.2% | +93.2% | +4.0% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling