+1,555.9%
TJX vs VRSK
+586.4%
+969.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -4.6% | -5.2% | +0.6% | -2.7% |
| 30D | -17.2% | -2.3% | -14.8% | -16.7% |
| 3M | -24.9% | -2.9% | -22.0% | -24.5% |
| 6M | -19.7% | -12.8% | -6.9% | -16.5% |
| YTD | -17.2% | -20.8% | +3.6% | -11.2% |
| 1Y | -9.4% | -33.2% | +23.8% | +3.8% |
| 3Y | +43.1% | -26.6% | +69.7% | +54.7% |
| 5Y | +96.7% | -11.3% | +108.0% | +92.7% |
| 10Y | +287.7% | +126.1% | +161.6% | +161.9% |
| All | +1,555.9% | +586.4% | +969.5% | +692.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling