+3.2%
TJX vs VIVK
-100.0%
+103.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -27.5% | +32.6% | +5.0% |
| 7D | +4.6% | -68.7% | +73.3% | +4.3% |
| 30D | +7.7% | -90.0% | +97.7% | +7.0% |
| 3M | -7.8% | -98.1% | +90.2% | -8.5% |
| 6M | -5.8% | -99.9% | +94.1% | -6.0% |
| YTD | -4.9% | -99.9% | +95.0% | -5.5% |
| 1Y | +3.2% | -100.0% | +103.1% | +3.3% |
| All | +3.2% | -100.0% | +103.1% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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