+2,969.5%
TJX vs VNQ
+386.3%
+2,583.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -4.6% | -1.3% | -3.3% | -4.0% |
| 30D | -17.2% | -2.6% | -14.6% | -16.1% |
| 3M | -24.9% | -2.0% | -22.9% | -24.2% |
| 6M | -19.7% | +4.3% | -24.0% | -21.4% |
| YTD | -17.2% | +9.2% | -26.4% | -20.8% |
| 1Y | -9.4% | +5.6% | -15.0% | -12.0% |
| 3Y | +43.1% | +30.8% | +12.2% | +24.0% |
| 5Y | +96.7% | +8.0% | +88.7% | +86.4% |
| 10Y | +287.7% | +63.7% | +224.0% | +203.9% |
| All | +2,969.5% | +386.3% | +2,583.2% | +1,332.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling