+55.6%
TJX vs VLTO
+70.5%
-14.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.5% | +1.6% | -2.1% | -0.9% |
| 30D | -1.3% | +22.0% | -23.3% | -6.2% |
| 3M | -13.5% | +21.9% | -35.4% | -17.8% |
| 6M | -10.1% | +36.5% | -46.7% | -17.1% |
| YTD | -10.0% | +19.0% | -29.0% | -14.1% |
| 1Y | -5.5% | +21.0% | -26.5% | -10.4% |
| All | +55.6% | +70.5% | -14.9% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling