+283.6%
TJX vs VLO
+946.8%
-663.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -4.6% | +5.3% | -9.9% | -5.8% |
| 30D | -17.2% | +18.2% | -35.4% | -20.5% |
| 3M | -24.9% | +53.3% | -78.2% | -32.7% |
| 6M | -19.7% | +70.4% | -90.1% | -30.5% |
| YTD | -17.2% | +143.4% | -160.6% | -35.2% |
| 1Y | -9.4% | +153.0% | -162.4% | -30.1% |
| 3Y | +43.1% | +195.0% | -151.9% | +2.1% |
| 5Y | +96.7% | +618.8% | -522.1% | -2.5% |
| All | +283.6% | +946.8% | -663.2% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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