+98.5%
TJX vs VT
+66.2%
+32.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -3.3% | +1.0% | -4.3% | -3.9% |
| 30D | -19.9% | -0.2% | -19.6% | -19.7% |
| 3M | -19.0% | +4.5% | -23.6% | -21.7% |
| 6M | -18.6% | +14.1% | -32.6% | -26.3% |
| YTD | -15.3% | +14.8% | -30.1% | -23.9% |
| 1Y | -7.3% | +21.2% | -28.5% | -20.3% |
| 3Y | +46.6% | +76.6% | -30.0% | -8.4% |
| 5Y | +98.5% | +66.6% | +31.9% | +34.0% |
| All | +98.5% | +66.2% | +32.3% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling