+52.3%
TJX vs VLTO
+26.2%
+26.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -3.3% | -1.6% | -1.7% | -2.9% |
| 30D | -19.9% | -2.9% | -17.0% | -19.3% |
| 3M | -19.0% | +12.7% | -31.7% | -21.5% |
| 6M | -18.6% | +1.6% | -20.1% | -19.0% |
| YTD | -15.3% | -4.0% | -11.3% | -14.7% |
| 1Y | -7.3% | -10.2% | +2.8% | -5.0% |
| All | +52.3% | +26.2% | +26.1% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling