+2,098.9%
TJX vs VYM
+488.1%
+1,610.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.9% |
| 7D | -4.6% | -0.8% | -3.8% | -3.9% |
| 30D | -17.2% | -2.2% | -14.9% | -15.4% |
| 3M | -24.9% | +3.1% | -28.0% | -27.0% |
| 6M | -19.7% | +9.7% | -29.4% | -26.3% |
| YTD | -17.2% | +14.9% | -32.1% | -27.3% |
| 1Y | -9.4% | +17.6% | -27.0% | -22.3% |
| 3Y | +43.1% | +65.3% | -22.2% | -11.5% |
| 5Y | +96.7% | +78.7% | +18.0% | +13.3% |
| 10Y | +287.7% | +208.2% | +79.5% | +39.2% |
| All | +2,098.9% | +488.1% | +1,610.8% | +356.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling