+97.2%
TJX vs VWO
+34.0%
+63.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -4.6% | -1.8% | -2.8% | -3.9% |
| 30D | -17.2% | -0.1% | -17.1% | -17.2% |
| 3M | -24.9% | +2.2% | -27.1% | -25.7% |
| 6M | -19.7% | +8.8% | -28.4% | -22.9% |
| YTD | -17.2% | +12.4% | -29.6% | -21.9% |
| 1Y | -9.4% | +15.6% | -25.0% | -15.9% |
| 3Y | +43.1% | +62.5% | -19.4% | +10.2% |
| All | +97.2% | +34.0% | +63.2% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling