+11,279.3%
TJX vs VTR
+1,502.8%
+9,776.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | 0.0% |
| 7D | -4.4% | -1.8% | -2.6% | -3.9% |
| 30D | -18.6% | +4.0% | -22.6% | -19.4% |
| 3M | -24.4% | +7.8% | -32.2% | -25.9% |
| 6M | -20.2% | +6.4% | -26.6% | -21.7% |
| YTD | -16.9% | +18.3% | -35.3% | -20.6% |
| 1Y | -8.5% | +33.9% | -42.5% | -15.2% |
| 3Y | +43.7% | +134.3% | -90.6% | +15.5% |
| 5Y | +97.3% | +90.3% | +7.1% | +64.7% |
| 10Y | +289.0% | +100.1% | +188.9% | +199.9% |
| All | +11,279.3% | +1,502.8% | +9,776.6% | +5,412.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling