+38.7%
TJX vs VIK
+225.1%
-186.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -4.6% | -0.9% | -3.7% | -4.5% |
| 30D | -17.2% | -18.4% | +1.2% | -14.6% |
| 3M | -24.9% | -8.8% | -16.1% | -23.9% |
| 6M | -19.7% | +17.1% | -36.8% | -22.2% |
| YTD | -17.2% | +19.0% | -36.2% | -20.3% |
| 1Y | -9.4% | +30.1% | -39.6% | -14.3% |
| All | +38.7% | +225.1% | -186.4% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling