+504.4%
TJX vs NWSA
+122.3%
+382.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -4.0% | -3.1% | -0.9% | -2.9% |
| 30D | -20.3% | +4.3% | -24.6% | -21.5% |
| 3M | -23.3% | +9.2% | -32.5% | -25.8% |
| 6M | -19.7% | +21.6% | -41.3% | -25.5% |
| YTD | -17.1% | +14.2% | -31.4% | -21.7% |
| 1Y | -8.8% | +1.8% | -10.5% | -10.5% |
| 3Y | +43.4% | +44.4% | -1.1% | +21.9% |
| 5Y | +95.2% | +41.0% | +54.3% | +63.6% |
| 10Y | +288.1% | +150.0% | +138.0% | +146.1% |
| All | +504.4% | +122.3% | +382.1% | +295.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling