+43.1%
TJX vs VRSK
-26.5%
+69.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.6% | -5.2% | +0.6% | -3.8% |
| 30D | -17.2% | -2.3% | -14.8% | -16.9% |
| 3M | -24.9% | -2.9% | -22.0% | -24.6% |
| 6M | -19.7% | -12.8% | -6.9% | -17.9% |
| YTD | -17.2% | -20.8% | +3.6% | -13.8% |
| 1Y | -9.4% | -33.2% | +23.8% | -1.4% |
| 3Y | +43.1% | -26.6% | +69.7% | +48.9% |
| All | +43.1% | -26.5% | +69.5% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 3y: compounded portfolio wealth divided by compounded VRSK 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…
3y analysis · Full analysis span regression · 6 months rolling