+97.2%
TJX vs VO
+42.1%
+55.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | -4.6% | -1.5% | -3.1% | -3.6% |
| 30D | -17.2% | -3.0% | -14.1% | -15.4% |
| 3M | -24.9% | +2.8% | -27.7% | -26.4% |
| 6M | -19.7% | +10.9% | -30.6% | -25.5% |
| YTD | -17.2% | +12.5% | -29.7% | -24.1% |
| 1Y | -9.4% | +12.0% | -21.4% | -16.8% |
| 3Y | +43.1% | +56.3% | -13.2% | +1.2% |
| All | +97.2% | +42.1% | +55.1% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling