-5.2%
TJX vs VIK
+37.7%
-42.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -2.2% | -3.0% | +0.8% | -1.8% |
| 30D | -17.1% | -20.7% | +3.6% | -14.7% |
| 3M | -16.5% | -4.6% | -11.8% | -16.0% |
| 6M | -17.8% | +14.0% | -31.8% | -19.8% |
| YTD | -13.2% | +20.2% | -33.4% | -15.8% |
| 1Y | -5.2% | +36.0% | -41.2% | -10.0% |
| All | -5.2% | +37.7% | -42.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 1y: compounded portfolio wealth divided by compounded VIK 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…
1y analysis · Full analysis span regression · 6 months rolling