+14,546.7%
NVDA vs TJX
+287.7%
+14,259.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -5.1% | -4.6% | -0.5% | -2.7% |
| 30D | -2.5% | -17.2% | +14.7% | +7.9% |
| 3M | +6.7% | -24.9% | +31.6% | +24.2% |
| 6M | +17.6% | -19.7% | +37.3% | +30.9% |
| YTD | +17.3% | -17.2% | +34.5% | +27.8% |
| 1Y | +23.5% | -9.4% | +32.9% | +26.8% |
| 3Y | +384.6% | +43.1% | +341.5% | +274.8% |
| 5Y | +875.4% | +96.7% | +778.7% | +523.6% |
| All | +14,546.7% | +287.7% | +14,259.0% | +7,062.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling