+283.6%
TJX vs VIG
+250.0%
+33.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.1% |
| 7D | -4.6% | -1.1% | -3.5% | -3.5% |
| 30D | -17.2% | -2.7% | -14.4% | -14.7% |
| 3M | -24.9% | +2.5% | -27.5% | -26.9% |
| 6M | -19.7% | +9.2% | -28.9% | -26.8% |
| YTD | -17.2% | +9.8% | -27.0% | -25.1% |
| 1Y | -9.4% | +12.4% | -21.8% | -20.2% |
| 3Y | +43.1% | +55.9% | -12.8% | -12.1% |
| 5Y | +96.7% | +63.9% | +32.8% | +14.1% |
| All | +283.6% | +250.0% | +33.6% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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