+1,529.4%
TJX vs VCLT
+100.6%
+1,428.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -4.4% | -1.3% | -3.1% | -4.2% |
| 30D | -18.6% | -1.1% | -17.4% | -18.4% |
| 3M | -24.4% | -3.7% | -20.7% | -23.9% |
| 6M | -20.2% | -4.0% | -16.2% | -19.8% |
| YTD | -16.9% | -3.4% | -13.6% | -16.5% |
| 1Y | -8.5% | -4.1% | -4.4% | -7.9% |
| 3Y | +43.7% | +11.0% | +32.8% | +41.8% |
| 5Y | +97.3% | -17.0% | +114.3% | +94.9% |
| 10Y | +289.0% | +16.7% | +272.3% | +306.9% |
| All | +1,529.4% | +100.6% | +1,428.8% | +2,068.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling