+51.1%
NEM vs TJX
+4.8%
+46.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.2% | +4.7% | +10.1% |
| 7D | +3.7% | +4.6% | -0.9% | +3.8% |
| 30D | +2.0% | +7.7% | -5.7% | +2.8% |
| 3M | +21.1% | -7.8% | +28.9% | +18.3% |
| 6M | +9.5% | -5.8% | +15.3% | +6.6% |
| YTD | +19.1% | -4.9% | +23.9% | +19.7% |
| 1Y | +51.1% | +3.2% | +47.9% | +50.4% |
| All | +51.1% | +4.8% | +46.3% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 1y: compounded portfolio wealth divided by compounded TJX 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…
1y analysis · Full analysis span regression · 6 months rolling