+2,664.6%
TJX vs VIG
+614.0%
+2,050.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.6% |
| 7D | -4.0% | -1.2% | -2.8% | -2.8% |
| 30D | -20.3% | -2.8% | -17.5% | -18.0% |
| 3M | -23.3% | +2.5% | -25.7% | -25.2% |
| 6M | -19.7% | +8.1% | -27.8% | -25.9% |
| YTD | -17.1% | +9.6% | -26.7% | -24.7% |
| 1Y | -8.8% | +14.2% | -23.0% | -20.6% |
| 3Y | +43.4% | +56.1% | -12.7% | -10.2% |
| 5Y | +95.2% | +62.8% | +32.4% | +17.1% |
| 10Y | +288.1% | +248.2% | +39.9% | +10.9% |
| All | +2,664.6% | +614.0% | +2,050.6% | +293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling