+283.6%
TJX vs VIVK
-100.0%
+383.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | -0.3% |
| 7D | -4.6% | -4.4% | -0.2% | -4.6% |
| 30D | -17.2% | -40.8% | +23.6% | -17.0% |
| 3M | -24.9% | -94.1% | +69.2% | -24.4% |
| 6M | -19.7% | -98.2% | +78.5% | -18.9% |
| YTD | -17.2% | -98.0% | +80.8% | -16.7% |
| 1Y | -9.4% | -100.0% | +90.5% | -7.9% |
| 3Y | +43.1% | -100.0% | +143.1% | +45.1% |
| 5Y | +96.7% | -100.0% | +196.7% | +99.5% |
| All | +283.6% | -100.0% | +383.6% | +276.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling