+47.5%
TJX vs NVD
-99.1%
+146.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.2% | +0.3% |
| 7D | -4.4% | +9.0% | -13.4% | -4.2% |
| 30D | -18.6% | -5.5% | -13.1% | -18.6% |
| 3M | -24.4% | -24.6% | +0.3% | -24.7% |
| 6M | -20.2% | -42.1% | +21.8% | -21.0% |
| YTD | -16.9% | -44.3% | +27.4% | -17.8% |
| 1Y | -8.5% | -54.2% | +45.7% | -9.8% |
| 3Y | +43.7% | -99.1% | +142.9% | +21.3% |
| All | +47.5% | -99.1% | +146.7% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling