+34.4%
NVDA vs TJX
-4.4%
+38.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +5.9% | -2.2% | +8.1% | +5.4% |
| 30D | +5.1% | -17.1% | +22.2% | +1.4% |
| 3M | +5.4% | -16.5% | +21.8% | +2.2% |
| 6M | +26.0% | -17.8% | +43.8% | +21.0% |
| YTD | +23.7% | -13.2% | +36.9% | +22.6% |
| 1Y | +34.4% | -5.2% | +39.6% | +40.7% |
| All | +34.4% | -4.4% | +38.8% | +40.7% |
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