+977.6%
VRT vs TJX
+95.5%
+882.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.8% |
| 7D | -8.4% | -4.6% | -3.8% | -5.4% |
| 30D | -10.9% | -17.2% | +6.3% | +1.2% |
| 3M | -13.7% | -24.9% | +11.2% | +3.8% |
| 6M | -4.1% | -19.7% | +15.5% | +8.5% |
| YTD | +58.7% | -17.2% | +75.9% | +73.4% |
| 1Y | +89.6% | -9.4% | +99.1% | +90.0% |
| 3Y | +558.1% | +43.1% | +515.1% | +318.9% |
| All | +977.6% | +95.5% | +882.1% | +385.1% |
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 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