+1,197.0%
VST vs TJX
+290.8%
+906.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +2.0% | -4.4% | +6.3% | +3.7% |
| 30D | +1.5% | -18.6% | +20.0% | +9.8% |
| 3M | +6.3% | -24.4% | +30.7% | +17.8% |
| 6M | -10.3% | -20.2% | +9.9% | -3.2% |
| YTD | -8.6% | -16.9% | +8.3% | -3.2% |
| 1Y | -29.3% | -8.5% | -20.8% | -28.7% |
| 3Y | +344.9% | +43.7% | +301.2% | +268.1% |
| 5Y | +774.8% | +97.3% | +677.5% | +519.7% |
| All | +1,197.0% | +290.8% | +906.3% | +614.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling