+97.2%
TJX vs VNQ
+7.0%
+90.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -4.6% | -1.3% | -3.3% | -3.9% |
| 30D | -17.2% | -2.6% | -14.6% | -16.0% |
| 3M | -24.9% | -2.0% | -22.9% | -24.1% |
| 6M | -19.7% | +4.3% | -24.0% | -21.6% |
| YTD | -17.2% | +9.2% | -26.4% | -21.2% |
| 1Y | -9.4% | +5.6% | -15.0% | -12.3% |
| 3Y | +43.1% | +30.8% | +12.2% | +21.5% |
| All | +97.2% | +7.0% | +90.2% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling