+2,831.7%
TJX vs VUG
+1,240.0%
+1,591.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.8% |
| 7D | -4.0% | +0.1% | -4.0% | -4.0% |
| 30D | -20.3% | -1.7% | -18.7% | -19.4% |
| 3M | -23.3% | +2.8% | -26.1% | -25.3% |
| 6M | -19.7% | +13.6% | -33.3% | -27.8% |
| YTD | -17.1% | +8.1% | -25.2% | -22.9% |
| 1Y | -8.8% | +13.1% | -21.9% | -18.4% |
| 3Y | +43.4% | +87.0% | -43.6% | -16.1% |
| 5Y | +95.2% | +76.0% | +19.3% | +16.9% |
| 10Y | +288.1% | +420.5% | -132.4% | -9.2% |
| All | +2,831.7% | +1,240.0% | +1,591.7% | +199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling