+1,602.3%
TJX vs VCIT
+98.3%
+1,504.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -17.1% | -0.8% | -16.4% | -16.9% |
| 3M | -16.5% | -1.0% | -15.5% | -16.1% |
| 6M | -17.8% | -1.8% | -16.0% | -17.2% |
| YTD | -13.2% | -0.7% | -12.5% | -13.0% |
| 1Y | -5.2% | +1.0% | -6.2% | -5.5% |
| 3Y | +48.2% | +18.8% | +29.4% | +39.3% |
| 5Y | +99.8% | +3.5% | +96.3% | +90.8% |
| 10Y | +291.1% | +29.2% | +261.9% | +282.7% |
| All | +1,602.3% | +98.3% | +1,504.1% | +2,057.5% |
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 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