+5.3%
TJX vs VG
-34.8%
+40.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | +0.2% |
| 7D | -4.4% | +7.0% | -11.4% | -4.3% |
| 30D | -18.6% | +17.2% | -35.8% | -18.5% |
| 3M | -24.4% | +16.8% | -41.1% | -24.3% |
| 6M | -20.2% | +36.3% | -56.6% | -20.5% |
| YTD | -16.9% | +127.9% | -144.8% | -18.3% |
| 1Y | -8.5% | +11.7% | -20.2% | -8.7% |
| All | +5.3% | -34.8% | +40.0% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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