+43.1%
TJX vs NVD
-99.1%
+142.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -4.6% | +10.8% | -15.4% | -4.4% |
| 30D | -17.2% | +0.8% | -17.9% | -17.1% |
| 3M | -24.9% | -20.8% | -4.1% | -25.1% |
| 6M | -19.7% | -41.2% | +21.5% | -20.4% |
| YTD | -17.2% | -44.2% | +27.0% | -18.0% |
| 1Y | -9.4% | -54.2% | +44.7% | -10.7% |
| 3Y | +43.1% | -99.1% | +142.2% | +20.3% |
| All | +43.1% | -99.1% | +142.2% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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