+283.6%
TJX vs VUG
+424.7%
-141.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | -4.6% | -0.5% | -4.1% | -4.3% |
| 30D | -17.2% | -1.0% | -16.2% | -16.7% |
| 3M | -24.9% | +3.5% | -28.4% | -26.8% |
| 6M | -19.7% | +14.2% | -33.9% | -26.8% |
| YTD | -17.2% | +8.5% | -25.7% | -22.3% |
| 1Y | -9.4% | +12.9% | -22.3% | -17.5% |
| 3Y | +43.1% | +85.6% | -42.6% | -10.4% |
| 5Y | +96.7% | +78.1% | +18.6% | +25.5% |
| All | +283.6% | +424.7% | -141.1% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling