+283.6%
TJX vs VWO
+117.1%
+166.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -4.6% | -1.8% | -2.8% | -3.6% |
| 30D | -17.2% | -0.1% | -17.1% | -17.2% |
| 3M | -24.9% | +2.2% | -27.1% | -26.1% |
| 6M | -19.7% | +8.8% | -28.4% | -24.1% |
| YTD | -17.2% | +12.4% | -29.6% | -23.6% |
| 1Y | -9.4% | +15.6% | -25.0% | -18.0% |
| 3Y | +43.1% | +62.5% | -19.4% | +3.0% |
| 5Y | +96.7% | +34.3% | +62.4% | +59.3% |
| All | +283.6% | +117.1% | +166.5% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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