+97.2%
TJX vs VSXY
+22.6%
+74.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.6% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -17.2% | -18.7% | +1.5% | -15.5% |
| 3M | -24.9% | -4.0% | -20.9% | -24.9% |
| 6M | -19.7% | +67.5% | -87.1% | -25.9% |
| YTD | -17.2% | +39.7% | -56.9% | -22.3% |
| 1Y | -9.4% | +180.0% | -189.4% | -22.8% |
| 3Y | +43.1% | +337.3% | -294.2% | +4.6% |
| All | +97.2% | +22.6% | +74.5% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling