+97.2%
TJX vs VYM
+77.5%
+19.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.9% |
| 7D | -4.6% | -0.8% | -3.8% | -4.0% |
| 30D | -17.2% | -2.2% | -14.9% | -15.6% |
| 3M | -24.9% | +3.1% | -28.0% | -26.8% |
| 6M | -19.7% | +9.7% | -29.4% | -25.6% |
| YTD | -17.2% | +14.9% | -32.1% | -26.3% |
| 1Y | -9.4% | +17.6% | -27.0% | -21.0% |
| 3Y | +43.1% | +65.3% | -22.2% | -9.3% |
| All | +97.2% | +77.5% | +19.7% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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