+39.1%
TJX vs VIK
+221.3%
-182.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.4% |
| 7D | -4.4% | -1.8% | -2.5% | -4.1% |
| 30D | -18.6% | -17.3% | -1.3% | -16.2% |
| 3M | -24.4% | -5.1% | -19.3% | -23.9% |
| 6M | -20.2% | +16.2% | -36.4% | -22.6% |
| YTD | -16.9% | +17.6% | -34.6% | -19.9% |
| 1Y | -8.5% | +33.5% | -42.0% | -13.8% |
| All | +39.1% | +221.3% | -182.1% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling