+2,613.0%
TJX vs VWO
+320.5%
+2,292.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -4.6% | -1.8% | -2.8% | -3.8% |
| 30D | -17.2% | -0.1% | -17.1% | -17.2% |
| 3M | -24.9% | +2.2% | -27.1% | -25.9% |
| 6M | -19.7% | +8.8% | -28.4% | -23.2% |
| YTD | -17.2% | +12.4% | -29.6% | -22.2% |
| 1Y | -9.4% | +15.6% | -25.0% | -16.1% |
| 3Y | +43.1% | +62.5% | -19.4% | +12.2% |
| 5Y | +96.7% | +34.3% | +62.4% | +67.5% |
| 10Y | +287.7% | +114.8% | +173.0% | +166.4% |
| All | +2,613.0% | +320.5% | +2,292.5% | +1,179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling