+245.3%
NEM vs TJX
+42.7%
+202.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.0% | -4.6% | +3.6% | -0.5% |
| 30D | +7.8% | -17.2% | +25.0% | +9.9% |
| 3M | +30.2% | -24.9% | +55.1% | +34.8% |
| 6M | +9.6% | -19.7% | +29.3% | +11.8% |
| YTD | +27.8% | -17.2% | +45.0% | +29.5% |
| 1Y | +60.7% | -9.4% | +70.1% | +58.2% |
| 3Y | +245.3% | +43.1% | +202.2% | +196.3% |
| All | +245.3% | +42.7% | +202.6% | +196.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling