+97.2%
TJX vs NVMI
+261.9%
-164.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | -17.2% | -8.4% | -8.8% | -16.5% |
| 3M | -24.9% | -33.6% | +8.7% | -22.1% |
| 6M | -19.7% | -14.7% | -5.0% | -19.7% |
| YTD | -17.2% | +13.2% | -30.4% | -20.8% |
| 1Y | -9.4% | +29.0% | -38.4% | -15.5% |
| 3Y | +43.1% | +215.0% | -171.9% | +3.9% |
| All | +97.2% | +261.9% | -164.7% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 5y: compounded portfolio wealth divided by compounded NVMI 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…
5y analysis · Full analysis span regression · 6 months rolling