+3,365.8%
TJX vs TNA
+924.1%
+2,441.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -4.6% | -7.3% | +2.7% | -3.1% |
| 30D | -17.2% | -14.2% | -3.0% | -14.6% |
| 3M | -24.9% | -4.6% | -20.3% | -24.6% |
| 6M | -19.7% | +36.9% | -56.6% | -26.2% |
| YTD | -17.2% | +42.5% | -59.7% | -25.2% |
| 1Y | -9.4% | +45.8% | -55.2% | -19.5% |
| 3Y | +43.1% | +104.7% | -61.6% | +7.2% |
| 5Y | +96.7% | -21.7% | +118.4% | +67.2% |
| 10Y | +287.7% | +83.8% | +203.9% | +123.1% |
| All | +3,365.8% | +924.1% | +2,441.7% | +833.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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