+3.2%
TJX vs VSH
+62.1%
-58.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.1% | +10.3% | +4.9% |
| 7D | +4.6% | -13.6% | +18.2% | +3.8% |
| 30D | +7.7% | -30.4% | +38.1% | +5.9% |
| 3M | -7.8% | -33.3% | +25.4% | -9.5% |
| 6M | -5.8% | -15.1% | +9.3% | -7.9% |
| YTD | -4.9% | +80.2% | -85.1% | -9.5% |
| 1Y | +3.2% | +63.4% | -60.2% | -1.3% |
| All | +3.2% | +62.1% | -58.9% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling