+2,829.4%
TJX vs VTV
+712.6%
+2,116.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.9% |
| 7D | -4.6% | -1.1% | -3.5% | -3.7% |
| 30D | -17.2% | -1.0% | -16.1% | -16.4% |
| 3M | -24.9% | +4.6% | -29.6% | -27.9% |
| 6M | -19.7% | +13.5% | -33.2% | -28.1% |
| YTD | -17.2% | +18.5% | -35.7% | -28.7% |
| 1Y | -9.4% | +22.9% | -32.3% | -24.4% |
| 3Y | +43.1% | +67.8% | -24.8% | -9.5% |
| 5Y | +96.7% | +81.8% | +14.9% | +16.4% |
| 10Y | +287.7% | +233.0% | +54.7% | +42.5% |
| All | +2,829.4% | +712.6% | +2,116.8% | +431.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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