+97.2%
TJX vs VLO
+608.8%
-511.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -4.6% | +5.3% | -9.9% | -4.9% |
| 30D | -17.2% | +18.2% | -35.4% | -18.0% |
| 3M | -24.9% | +53.3% | -78.2% | -26.9% |
| 6M | -19.7% | +70.4% | -90.1% | -22.6% |
| YTD | -17.2% | +143.4% | -160.6% | -23.0% |
| 1Y | -9.4% | +153.0% | -162.4% | -16.2% |
| 3Y | +43.1% | +195.0% | -151.9% | +28.5% |
| All | +97.2% | +608.8% | -511.6% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling