+102.1%
TJX vs VSXY
+33.4%
+68.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.6% |
| 7D | -4.4% | -0.3% | -4.0% | -4.4% |
| 30D | -18.6% | -22.1% | +3.5% | -16.6% |
| 3M | -24.4% | -1.1% | -23.2% | -24.6% |
| 6M | -20.2% | +53.8% | -74.1% | -25.4% |
| YTD | -16.9% | +35.5% | -52.4% | -21.5% |
| 1Y | -8.5% | +186.0% | -194.5% | -21.6% |
| 3Y | +43.7% | +343.2% | -299.4% | +7.3% |
| 5Y | +97.3% | +19.0% | +78.3% | +78.0% |
| All | +102.1% | +33.4% | +68.7% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling