+43,572.8%
TJX vs NYT
+758.3%
+42,814.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -4.6% | -0.6% | -4.0% | -4.4% |
| 30D | -17.2% | +4.6% | -21.7% | -18.1% |
| 3M | -24.9% | -9.6% | -15.3% | -23.3% |
| 6M | -19.7% | -14.0% | -5.7% | -17.2% |
| YTD | -17.2% | -2.8% | -14.4% | -17.4% |
| 1Y | -9.4% | +15.6% | -25.0% | -13.7% |
| 3Y | +43.1% | +56.3% | -13.2% | +24.3% |
| 5Y | +96.7% | +39.5% | +57.2% | +72.1% |
| 10Y | +287.7% | +488.0% | -200.3% | +125.0% |
| All | +43,572.8% | +758.3% | +42,814.4% | +16,192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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