+283.6%
TJX vs VEA
+165.0%
+118.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.2% |
| 7D | -4.6% | -1.5% | -3.1% | -3.5% |
| 30D | -17.2% | -0.8% | -16.3% | -16.7% |
| 3M | -24.9% | +2.5% | -27.4% | -26.8% |
| 6M | -19.7% | +11.1% | -30.8% | -27.5% |
| YTD | -17.2% | +17.2% | -34.4% | -29.0% |
| 1Y | -9.4% | +24.5% | -33.9% | -26.6% |
| 3Y | +43.1% | +75.4% | -32.4% | -16.7% |
| 5Y | +96.7% | +61.1% | +35.6% | +24.2% |
| All | +283.6% | +165.0% | +118.6% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 10y: compounded portfolio wealth divided by compounded VEA 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…
10y analysis · Full analysis span regression · 6 months rolling