+44,577.8%
TJX vs VMC
+3,191.4%
+41,386.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.7% | -1.8% |
| 7D | -3.3% | -0.5% | -2.7% | -3.1% |
| 30D | -19.9% | -9.1% | -10.8% | -17.3% |
| 3M | -19.0% | -4.1% | -14.9% | -18.3% |
| 6M | -18.6% | -5.5% | -13.0% | -17.5% |
| YTD | -15.3% | -8.9% | -6.4% | -13.6% |
| 1Y | -7.3% | -12.9% | +5.6% | -4.1% |
| 3Y | +46.6% | +22.1% | +24.4% | +33.0% |
| 5Y | +98.5% | +52.7% | +45.8% | +65.6% |
| 10Y | +289.1% | +152.7% | +136.3% | +162.2% |
| All | +44,577.8% | +3,191.4% | +41,386.3% | +11,004.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling