-34.9%
VST vs TJX
+4.8%
-39.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.2% | -19.0% | -11.5% |
| 7D | -15.7% | +4.6% | -20.3% | -13.6% |
| 30D | -17.0% | +7.7% | -24.7% | -14.4% |
| 3M | -15.9% | -7.8% | -8.1% | -18.4% |
| 6M | -25.0% | -5.8% | -19.2% | -27.3% |
| YTD | -25.1% | -4.9% | -20.2% | -25.9% |
| 1Y | -34.9% | +3.2% | -38.0% | -31.7% |
| All | -34.9% | +4.8% | -39.7% | -31.7% |
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