+97.2%
TJX vs VTR
+87.5%
+9.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | -17.2% | +1.1% | -18.3% | -17.4% |
| 3M | -24.9% | +7.9% | -32.8% | -26.6% |
| 6M | -19.7% | +6.2% | -25.8% | -21.3% |
| YTD | -17.2% | +17.7% | -34.9% | -21.3% |
| 1Y | -9.4% | +32.9% | -42.3% | -17.0% |
| 3Y | +43.1% | +129.7% | -86.6% | +9.9% |
| All | +97.2% | +87.5% | +9.6% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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