+288.1%
TJX vs VCIT
+29.2%
+258.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.0% |
| 7D | -4.0% | -0.2% | -3.8% | -3.8% |
| 30D | -20.3% | -0.5% | -19.8% | -20.0% |
| 3M | -23.3% | -0.9% | -22.3% | -22.7% |
| 6M | -19.7% | -1.9% | -17.8% | -18.5% |
| YTD | -17.1% | -1.0% | -16.2% | -16.5% |
| 1Y | -8.8% | +0.2% | -9.0% | -9.0% |
| 3Y | +43.4% | +19.0% | +24.4% | +26.1% |
| 5Y | +95.2% | +3.1% | +92.2% | +88.3% |
| 10Y | +288.1% | +29.8% | +258.3% | +250.5% |
| All | +288.1% | +29.2% | +258.8% | +250.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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