+283.6%
TJX vs VGT
+820.0%
-536.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.9% |
| 7D | -4.6% | -0.2% | -4.4% | -4.5% |
| 30D | -17.2% | -0.4% | -16.7% | -17.1% |
| 3M | -24.9% | +4.4% | -29.3% | -27.0% |
| 6M | -19.7% | +32.1% | -51.7% | -31.2% |
| YTD | -17.2% | +28.8% | -46.0% | -28.5% |
| 1Y | -9.4% | +35.3% | -44.8% | -24.3% |
| 3Y | +43.1% | +124.8% | -81.7% | -13.5% |
| 5Y | +96.7% | +137.9% | -41.2% | +12.4% |
| All | +283.6% | +820.0% | -536.4% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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