+43.5%
TJX vs VFC
-28.4%
+71.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -4.4% | -3.3% | -1.1% | -4.1% |
| 30D | -18.6% | -14.0% | -4.6% | -17.6% |
| 3M | -24.4% | -22.6% | -1.8% | -23.1% |
| 6M | -20.2% | -24.7% | +4.5% | -18.8% |
| YTD | -16.9% | -29.0% | +12.0% | -15.2% |
| 1Y | -8.5% | -13.8% | +5.3% | -8.2% |
| All | +43.5% | -28.4% | +71.9% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling