+69.8%
V vs TJX
+96.1%
-26.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.2% |
| 7D | -3.0% | -4.4% | +1.3% | -1.1% |
| 30D | +1.2% | -18.6% | +19.8% | +10.7% |
| 3M | +13.9% | -24.4% | +38.3% | +28.5% |
| 6M | +17.2% | -20.2% | +37.5% | +28.7% |
| YTD | +5.3% | -16.9% | +22.3% | +13.1% |
| 1Y | +9.5% | -8.5% | +18.0% | +12.0% |
| 3Y | +51.9% | +43.7% | +8.2% | +23.8% |
| All | +69.8% | +96.1% | -26.3% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling