+379.1%
V vs TJX
+287.7%
+91.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -1.2% | -4.6% | +3.4% | +1.0% |
| 30D | +3.1% | -17.2% | +20.2% | +12.7% |
| 3M | +16.3% | -24.9% | +41.2% | +33.0% |
| 6M | +20.4% | -19.7% | +40.0% | +32.7% |
| YTD | +6.3% | -17.2% | +23.5% | +15.1% |
| 1Y | +8.7% | -9.4% | +18.1% | +12.5% |
| 3Y | +53.3% | +43.1% | +10.2% | +25.3% |
| 5Y | +71.1% | +96.7% | -25.6% | +17.1% |
| All | +379.1% | +287.7% | +91.4% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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