+283.6%
TJX vs VSH
+196.4%
+87.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.5% | -1.6% |
| 7D | -4.6% | +4.8% | -9.4% | -5.5% |
| 30D | -17.2% | -0.7% | -16.5% | -17.3% |
| 3M | -24.9% | -43.1% | +18.2% | -17.2% |
| 6M | -19.7% | +91.8% | -111.4% | -36.8% |
| YTD | -17.2% | +131.6% | -148.8% | -38.8% |
| 1Y | -9.4% | +118.1% | -127.5% | -32.7% |
| 3Y | +43.1% | +40.9% | +2.2% | +15.9% |
| 5Y | +96.7% | +75.8% | +20.9% | +41.4% |
| All | +283.6% | +196.4% | +87.2% | +118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling