+241.6%
TJX vs NVT
+694.8%
-453.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +0.9% |
| 7D | -4.4% | +2.0% | -6.4% | -5.0% |
| 30D | -18.6% | -7.2% | -11.4% | -17.0% |
| 3M | -24.4% | -0.9% | -23.5% | -25.5% |
| 6M | -20.2% | +42.6% | -62.8% | -31.7% |
| YTD | -16.9% | +52.9% | -69.8% | -31.1% |
| 1Y | -8.5% | +64.5% | -73.0% | -27.0% |
| 3Y | +43.7% | +178.0% | -134.2% | -14.4% |
| 5Y | +97.3% | +402.8% | -305.5% | -14.9% |
| All | +241.6% | +694.8% | -453.2% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling