+61.7%
TJX vs VLTO
+56.3%
+5.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.9% |
| 3M | -13.5% | +21.9% | -35.4% | -17.6% |
| 6M | -10.1% | +36.5% | -46.7% | -16.8% |
| YTD | -10.0% | +19.0% | -29.0% | -14.0% |
| 1Y | -5.5% | +21.0% | -26.5% | -10.2% |
| 3Y | +55.5% | +69.9% | -14.4% | +40.3% |
| All | +61.7% | +56.3% | +5.4% | +47.4% |
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