+321.4%
TJX vs VT
+222.7%
+98.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.6% |
| 7D | -1.5% | +2.9% | -4.4% | -4.0% |
| 30D | -3.6% | -2.5% | -1.0% | -1.5% |
| 3M | -10.3% | -3.3% | -7.0% | -7.7% |
| 6M | -8.6% | +1.5% | -10.1% | -10.6% |
| YTD | -10.3% | +11.4% | -21.7% | -19.9% |
| 1Y | -6.4% | +11.9% | -18.3% | -16.9% |
| 3Y | +55.0% | +73.9% | -18.9% | -11.7% |
| 5Y | +112.4% | +57.9% | +54.5% | +33.4% |
| All | +321.4% | +222.7% | +98.7% | +45.5% |
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