+1,658.8%
TJX vs VCIT
+95.6%
+1,563.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -1.5% | -1.4% | -0.1% | -1.0% |
| 30D | -3.6% | +0.8% | -4.4% | -3.9% |
| 3M | -10.3% | -1.7% | -8.6% | -9.6% |
| 6M | -8.6% | -2.1% | -6.5% | -7.8% |
| YTD | -10.3% | -2.0% | -8.3% | -9.6% |
| 1Y | -6.4% | -1.5% | -5.0% | -5.8% |
| 3Y | +55.0% | +19.0% | +36.0% | +45.7% |
| 5Y | +112.4% | +3.8% | +108.7% | +103.5% |
| 10Y | +314.9% | +30.6% | +284.3% | +313.1% |
| All | +1,658.8% | +95.6% | +1,563.2% | +2,141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling