+89.6%
VRT vs TJX
-9.1%
+98.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.5% |
| 7D | -8.4% | -4.6% | -3.8% | -10.4% |
| 30D | -10.9% | -17.2% | +6.3% | -18.8% |
| 3M | -13.7% | -24.9% | +11.2% | -24.0% |
| 6M | -4.1% | -19.7% | +15.5% | -12.8% |
| YTD | +58.7% | -17.2% | +75.9% | +50.2% |
| 1Y | +89.6% | -9.4% | +99.1% | +84.8% |
| All | +89.6% | -9.1% | +98.8% | +84.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling