+283.6%
TJX vs VNQ
+64.0%
+219.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.8% |
| 7D | -4.6% | -1.3% | -3.3% | -3.7% |
| 30D | -17.2% | -2.6% | -14.6% | -15.7% |
| 3M | -24.9% | -2.0% | -22.9% | -23.9% |
| 6M | -19.7% | +4.3% | -24.0% | -22.1% |
| YTD | -17.2% | +9.2% | -26.4% | -22.3% |
| 1Y | -9.4% | +5.6% | -15.0% | -13.1% |
| 3Y | +43.1% | +30.8% | +12.2% | +15.5% |
| 5Y | +96.7% | +8.0% | +88.7% | +81.7% |
| All | +283.6% | +64.0% | +219.6% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling