+6,242.8%
TJX vs NVMI
+1,965.6%
+4,277.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | -17.2% | -8.4% | -8.8% | -16.8% |
| 3M | -24.9% | -33.6% | +8.7% | -23.3% |
| 6M | -19.7% | -14.7% | -5.0% | -19.5% |
| YTD | -17.2% | +13.2% | -30.4% | -18.7% |
| 1Y | -9.4% | +29.0% | -38.4% | -12.0% |
| 3Y | +43.1% | +215.0% | -171.9% | +29.3% |
| 5Y | +96.7% | +268.6% | -171.9% | +75.1% |
| 10Y | +287.7% | +3,124.7% | -2,837.0% | +208.5% |
| All | +6,242.8% | +1,965.6% | +4,277.2% | +4,463.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling