+283.6%
TJX vs VFC
-69.1%
+352.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.3% |
| 7D | -4.6% | -1.4% | -3.2% | -4.3% |
| 30D | -17.2% | -9.0% | -8.2% | -15.4% |
| 3M | -24.9% | -24.2% | -0.7% | -20.5% |
| 6M | -19.7% | -18.5% | -1.2% | -17.0% |
| YTD | -17.2% | -25.9% | +8.7% | -12.9% |
| 1Y | -9.4% | -13.0% | +3.6% | -9.5% |
| 3Y | +43.1% | -20.3% | +63.4% | +26.1% |
| 5Y | +96.7% | -78.1% | +174.8% | +201.6% |
| All | +283.6% | -69.1% | +352.7% | +391.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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