+67.5%
TJX vs NVDL
+2,476.2%
-2,408.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.6% | -10.3% | +5.7% | -4.4% |
| 30D | -17.2% | -7.1% | -10.0% | -17.1% |
| 3M | -24.9% | +6.6% | -31.5% | -25.1% |
| 6M | -19.7% | +21.1% | -40.7% | -20.4% |
| YTD | -17.2% | +15.2% | -32.4% | -17.9% |
| 1Y | -9.4% | +18.8% | -28.2% | -10.6% |
| 3Y | +43.1% | +649.9% | -606.8% | +28.4% |
| All | +67.5% | +2,476.2% | -2,408.7% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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