+535.3%
VRT vs TJX
+43.2%
+492.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.9% | -5.7% |
| 7D | -7.7% | -4.4% | -3.3% | -6.7% |
| 30D | -12.0% | -18.6% | +6.6% | -7.5% |
| 3M | -11.7% | -24.4% | +12.7% | -5.2% |
| 6M | -8.1% | -20.2% | +12.2% | -3.5% |
| YTD | +53.2% | -16.9% | +70.2% | +57.0% |
| 1Y | +81.7% | -8.5% | +90.2% | +73.5% |
| All | +535.3% | +43.2% | +492.1% | +300.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling