+43,572.7%
TJX vs VTRS
+553.2%
+43,019.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -4.6% | -2.2% | -2.4% | -4.2% |
| 30D | -17.2% | +3.3% | -20.5% | -17.7% |
| 3M | -24.9% | +2.0% | -26.9% | -25.3% |
| 6M | -19.7% | +19.9% | -39.6% | -22.5% |
| YTD | -17.2% | +35.7% | -52.9% | -22.1% |
| 1Y | -9.4% | +68.1% | -77.5% | -18.2% |
| 3Y | +43.1% | +87.1% | -44.0% | +24.5% |
| 5Y | +96.7% | +47.6% | +49.1% | +75.6% |
| 10Y | +287.7% | -48.2% | +335.9% | +291.8% |
| All | +43,572.7% | +553.2% | +43,019.6% | +21,872.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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