+2,545.5%
VRT vs TJX
+192.8%
+2,352.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.2% | -7.4% | -8.5% |
| 7D | +2.4% | -4.0% | +6.4% | +4.6% |
| 30D | -2.7% | -20.3% | +17.7% | +9.0% |
| 3M | -9.2% | -23.3% | +14.1% | +2.8% |
| 6M | -0.5% | -19.7% | +19.2% | +9.4% |
| YTD | +62.3% | -17.1% | +79.5% | +74.2% |
| 1Y | +109.6% | -8.8% | +118.4% | +112.1% |
| 3Y | +573.1% | +43.4% | +529.7% | +423.9% |
| 5Y | +953.6% | +95.2% | +858.4% | +595.3% |
| All | +2,545.5% | +192.8% | +2,352.8% | +1,406.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling