+3.2%
TJX vs VIK
+55.4%
-52.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.2% | -1.0% | +4.3% |
| 7D | +4.6% | +5.4% | -0.8% | +3.8% |
| 30D | +7.7% | +12.5% | -4.8% | +5.9% |
| 3M | -7.8% | -15.2% | +7.4% | -6.0% |
| 6M | -5.8% | +15.4% | -21.1% | -8.0% |
| YTD | -4.9% | +27.7% | -32.6% | -8.8% |
| 1Y | +3.2% | +59.7% | -56.6% | -6.6% |
| All | +3.2% | +55.4% | -52.3% | -6.6% |
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