+384.6%
NVDA vs TJX
+42.7%
+341.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -5.1% | -4.6% | -0.5% | -4.0% |
| 30D | -2.5% | -17.2% | +14.7% | +2.5% |
| 3M | +6.7% | -24.9% | +31.6% | +15.3% |
| 6M | +17.6% | -19.7% | +37.3% | +24.1% |
| YTD | +17.3% | -17.2% | +34.5% | +21.9% |
| 1Y | +23.5% | -9.4% | +32.9% | +22.2% |
| 3Y | +384.6% | +43.1% | +341.5% | +271.5% |
| All | +384.6% | +42.7% | +341.9% | +271.5% |
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 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