+97.2%
TJX vs NWSA
+40.0%
+57.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -4.6% | -2.8% | -1.8% | -3.7% |
| 30D | -17.2% | +3.0% | -20.2% | -18.0% |
| 3M | -24.9% | +12.3% | -37.2% | -27.7% |
| 6M | -19.7% | +21.9% | -41.5% | -24.9% |
| YTD | -17.2% | +13.6% | -30.8% | -21.1% |
| 1Y | -9.4% | +0.5% | -9.9% | -10.2% |
| 3Y | +43.1% | +43.8% | -0.7% | +21.8% |
| All | +97.2% | +40.0% | +57.2% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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