+328.2%
TJX vs VT
+223.7%
+104.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | -0.2% |
| 7D | -2.0% | +0.4% | -2.4% | -2.3% |
| 30D | -0.5% | -2.6% | +2.1% | +1.8% |
| 3M | -14.1% | -3.2% | -10.9% | -11.7% |
| 6M | -9.4% | +0.9% | -10.3% | -10.9% |
| YTD | -9.2% | +11.3% | -20.6% | -18.8% |
| 1Y | -3.3% | +14.0% | -17.3% | -15.5% |
| 3Y | +57.1% | +75.8% | -18.7% | -11.5% |
| 5Y | +112.3% | +57.8% | +54.5% | +33.4% |
| 10Y | +328.2% | +219.8% | +108.4% | +50.4% |
| All | +328.2% | +223.7% | +104.5% | +50.4% |
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