+283.6%
TJX vs LVS
0.0%
+283.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | -4.6% | -3.5% | -1.1% | -3.7% |
| 30D | -17.2% | -6.2% | -10.9% | -15.9% |
| 3M | -24.9% | -14.8% | -10.1% | -21.9% |
| 6M | -19.7% | -20.9% | +1.2% | -15.2% |
| YTD | -17.2% | -33.0% | +15.8% | -9.3% |
| 1Y | -9.4% | -20.0% | +10.6% | -5.9% |
| 3Y | +43.1% | -6.9% | +50.0% | +38.9% |
| 5Y | +96.7% | +9.1% | +87.6% | +71.3% |
| All | +283.6% | 0.0% | +283.6% | +238.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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