+1,668.9%
TJX vs VIVK
-100.0%
+1,768.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.2% |
| 7D | -4.4% | -9.5% | +5.1% | -4.4% |
| 30D | -18.6% | -35.1% | +16.5% | -18.6% |
| 3M | -24.4% | -93.4% | +69.0% | -24.3% |
| 6M | -20.2% | -98.0% | +77.7% | -20.2% |
| YTD | -16.9% | -97.9% | +80.9% | -16.9% |
| 1Y | -8.5% | -100.0% | +91.5% | -8.4% |
| 3Y | +43.7% | -100.0% | +143.7% | +43.9% |
| 5Y | +97.3% | -100.0% | +197.3% | +97.6% |
| 10Y | +289.0% | -100.0% | +389.0% | +289.3% |
| All | +1,668.9% | -100.0% | +1,768.9% | +1,706.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling