+240.5%
TJX vs NVT
+731.8%
-491.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -5.0% | -1.7% |
| 7D | -4.6% | +4.1% | -8.7% | -5.9% |
| 30D | -17.2% | -5.1% | -12.0% | -16.1% |
| 3M | -24.9% | -1.2% | -23.7% | -25.9% |
| 6M | -19.7% | +46.6% | -66.2% | -31.7% |
| YTD | -17.2% | +60.0% | -77.2% | -32.3% |
| 1Y | -9.4% | +70.8% | -80.2% | -28.6% |
| 3Y | +43.1% | +187.5% | -144.5% | -15.6% |
| 5Y | +96.7% | +426.1% | -329.4% | -16.4% |
| All | +240.5% | +731.8% | -491.2% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling