-9.4%
TJX vs VSH
+119.5%
-128.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.5% | 0.0% |
| 7D | -4.6% | +4.8% | -9.4% | -4.4% |
| 30D | -17.2% | -0.7% | -16.5% | -17.1% |
| 3M | -24.9% | -43.1% | +18.2% | -26.0% |
| 6M | -19.7% | +91.8% | -111.4% | -20.7% |
| YTD | -17.2% | +131.6% | -148.8% | -18.7% |
| 1Y | -9.4% | +118.1% | -127.5% | -11.9% |
| All | -9.4% | +119.5% | -128.9% | -11.9% |
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