+284.9%
TJX vs VT
+226.9%
+58.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.0% |
| 7D | -4.4% | -2.0% | -2.4% | -2.6% |
| 30D | -18.6% | -1.4% | -17.1% | -17.6% |
| 3M | -24.4% | +4.7% | -29.1% | -27.8% |
| 6M | -20.2% | +11.4% | -31.6% | -28.3% |
| YTD | -16.9% | +13.1% | -30.0% | -26.7% |
| 1Y | -8.5% | +19.0% | -27.5% | -23.2% |
| 3Y | +43.7% | +73.9% | -30.2% | -17.9% |
| 5Y | +97.3% | +65.4% | +31.9% | +18.5% |
| All | +284.9% | +226.9% | +58.0% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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