+97.2%
TJX vs NVT
+419.5%
-322.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -5.0% | -1.0% |
| 7D | -4.6% | +4.1% | -8.7% | -5.2% |
| 30D | -17.2% | -5.1% | -12.0% | -16.6% |
| 3M | -24.9% | -1.2% | -23.7% | -25.3% |
| 6M | -19.7% | +46.6% | -66.2% | -26.7% |
| YTD | -17.2% | +60.0% | -77.2% | -26.2% |
| 1Y | -9.4% | +70.8% | -80.2% | -21.0% |
| 3Y | +43.1% | +187.5% | -144.5% | +1.0% |
| All | +97.2% | +419.5% | -322.3% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling