+3.2%
TJX vs NXT
+10.5%
-7.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +11.1% | -5.9% | +5.1% |
| 7D | +4.6% | +30.0% | -25.4% | +4.5% |
| 30D | +7.7% | +28.6% | -20.9% | +7.6% |
| 3M | -7.8% | +8.4% | -16.2% | -8.0% |
| 6M | -5.8% | -8.7% | +3.0% | -6.4% |
| YTD | -4.9% | +22.5% | -27.4% | -6.7% |
| 1Y | +3.2% | +6.9% | -3.8% | +1.9% |
| All | +3.2% | +10.5% | -7.3% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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