+43.5%
TJX vs VUG
+84.5%
-41.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | -4.4% | -1.9% | -2.5% | -3.9% |
| 30D | -18.6% | -1.6% | -17.0% | -18.2% |
| 3M | -24.4% | +4.4% | -28.7% | -25.4% |
| 6M | -20.2% | +13.2% | -33.4% | -23.7% |
| YTD | -16.9% | +7.5% | -24.4% | -19.2% |
| 1Y | -8.5% | +12.5% | -21.0% | -12.7% |
| All | +43.5% | +84.5% | -41.0% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling