+283.6%
TJX vs VO
+200.3%
+83.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.0% |
| 7D | -4.6% | -1.5% | -3.1% | -3.3% |
| 30D | -17.2% | -3.0% | -14.1% | -15.0% |
| 3M | -24.9% | +2.8% | -27.7% | -26.9% |
| 6M | -19.7% | +10.9% | -30.6% | -26.9% |
| YTD | -17.2% | +12.5% | -29.7% | -25.8% |
| 1Y | -9.4% | +12.0% | -21.4% | -18.7% |
| 3Y | +43.1% | +56.3% | -13.2% | -6.7% |
| 5Y | +96.7% | +42.9% | +53.8% | +38.4% |
| All | +283.6% | +200.3% | +83.4% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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