+468.1%
NEM vs TJX
+44,429.5%
-43,961.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -3.3% | -4.4% | +1.1% | -3.0% |
| 30D | +7.8% | -18.6% | +26.4% | +9.1% |
| 3M | +36.3% | -24.4% | +60.6% | +38.4% |
| 6M | +6.6% | -20.2% | +26.8% | +7.9% |
| YTD | +27.1% | -16.9% | +44.1% | +28.3% |
| 1Y | +62.3% | -8.5% | +70.8% | +62.8% |
| 3Y | +245.1% | +43.7% | +201.3% | +236.6% |
| 5Y | +154.0% | +97.3% | +56.7% | +142.4% |
| 10Y | +311.0% | +289.0% | +22.0% | +272.7% |
| All | +468.1% | +44,429.5% | -43,961.4% | +332.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling