+97.2%
TJX vs VCLT
-17.2%
+114.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -4.6% | -1.4% | -3.2% | -4.0% |
| 30D | -17.2% | -1.2% | -16.0% | -16.7% |
| 3M | -24.9% | -4.8% | -20.1% | -23.3% |
| 6M | -19.7% | -2.6% | -17.1% | -18.8% |
| YTD | -17.2% | -3.3% | -13.9% | -16.0% |
| 1Y | -9.4% | -4.8% | -4.6% | -7.5% |
| 3Y | +43.1% | +11.5% | +31.6% | +35.6% |
| All | +97.2% | -17.2% | +114.4% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling