+112.1%
TJX vs NVTS
-16.8%
+128.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.4% |
| 7D | -4.6% | -1.4% | -3.1% | -4.6% |
| 30D | -17.2% | -16.5% | -0.7% | -16.9% |
| 3M | -24.9% | -47.6% | +22.7% | -23.9% |
| 6M | -19.7% | +7.3% | -27.0% | -20.7% |
| YTD | -17.2% | +62.9% | -80.1% | -19.6% |
| 1Y | -9.4% | +91.3% | -100.7% | -13.2% |
| 3Y | +43.1% | +43.4% | -0.3% | +37.5% |
| All | +112.1% | -16.8% | +128.9% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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