+43,607.4%
TJX vs VFC
+807.2%
+42,800.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.4% |
| 7D | -4.0% | -2.3% | -1.6% | -3.2% |
| 30D | -20.3% | -13.4% | -7.0% | -16.5% |
| 3M | -23.3% | -23.7% | +0.4% | -17.2% |
| 6M | -19.7% | -24.5% | +4.7% | -13.8% |
| YTD | -17.1% | -27.8% | +10.7% | -10.4% |
| 1Y | -8.8% | -13.5% | +4.7% | -8.9% |
| 3Y | +43.4% | -27.1% | +70.5% | +25.1% |
| 5Y | +95.2% | -79.0% | +174.2% | +174.5% |
| 10Y | +288.1% | -68.7% | +356.8% | +337.5% |
| All | +43,607.4% | +807.2% | +42,800.2% | +13,077.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling