+63.6%
TJX vs NXT
+173.5%
-109.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -4.6% | -1.9% | -2.7% | -4.5% |
| 30D | -17.2% | -20.0% | +2.9% | -16.6% |
| 3M | -24.9% | -30.7% | +5.8% | -24.1% |
| 6M | -19.7% | -29.0% | +9.3% | -19.2% |
| YTD | -17.2% | -4.8% | -12.4% | -18.0% |
| 1Y | -9.4% | +22.8% | -32.2% | -11.7% |
| 3Y | +43.1% | +93.9% | -50.9% | +33.4% |
| All | +63.6% | +173.5% | -109.9% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling