+3.2%
TJX vs VCLT
-3.2%
+6.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +4.7% |
| 7D | +4.6% | +0.4% | +4.2% | +4.4% |
| 30D | +7.7% | +3.9% | +3.8% | +6.1% |
| 3M | -7.8% | -1.9% | -5.9% | -7.2% |
| 6M | -5.8% | -2.6% | -3.2% | -5.4% |
| YTD | -4.9% | -3.1% | -1.8% | -4.3% |
| 1Y | +3.2% | -3.6% | +6.7% | +4.1% |
| All | +3.2% | -3.2% | +6.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling