+63.7%
TJX vs NXT
+171.8%
-108.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -2.1% |
| 7D | -4.0% | -0.2% | -3.7% | -3.9% |
| 30D | -20.3% | -20.0% | -0.4% | -19.8% |
| 3M | -23.3% | -30.9% | +7.7% | -22.4% |
| 6M | -19.7% | -23.8% | +4.1% | -19.6% |
| YTD | -17.1% | -5.4% | -11.7% | -17.9% |
| 1Y | -8.8% | +28.0% | -36.8% | -11.3% |
| 3Y | +43.4% | +93.3% | -49.9% | +33.7% |
| All | +63.7% | +171.8% | -108.1% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling