+43.1%
TJX vs VMC
+18.8%
+24.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -4.6% | -3.8% | -0.8% | -3.6% |
| 30D | -17.2% | -9.7% | -7.5% | -15.0% |
| 3M | -24.9% | -9.6% | -15.3% | -23.2% |
| 6M | -19.7% | -4.8% | -14.8% | -19.2% |
| YTD | -17.2% | -10.9% | -6.3% | -15.8% |
| 1Y | -9.4% | -15.6% | +6.2% | -6.5% |
| 3Y | +43.1% | +19.3% | +23.8% | +30.2% |
| All | +43.1% | +18.8% | +24.3% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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