+95.0%
TJX vs ONON
-22.6%
+117.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -4.6% | -2.1% | -2.5% | -4.3% |
| 30D | -17.2% | -11.6% | -5.6% | -15.7% |
| 3M | -24.9% | -30.1% | +5.2% | -21.3% |
| 6M | -19.7% | -30.5% | +10.8% | -16.1% |
| YTD | -17.2% | -41.0% | +23.8% | -11.7% |
| 1Y | -9.4% | -36.7% | +27.3% | -4.9% |
| 3Y | +43.1% | -8.6% | +51.7% | +36.8% |
| All | +95.0% | -22.6% | +117.5% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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