+359.1%
VST vs TJX
+46.3%
+312.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.1% |
| 7D | +9.9% | -3.3% | +13.1% | +10.5% |
| 30D | +7.9% | -19.9% | +27.8% | +12.7% |
| 3M | +3.4% | -19.0% | +22.5% | +7.4% |
| 6M | -4.1% | -18.6% | +14.5% | -0.9% |
| YTD | -5.7% | -15.3% | +9.6% | -4.1% |
| 1Y | -18.9% | -7.3% | -11.5% | -21.7% |
| 3Y | +359.1% | +46.6% | +312.5% | +238.0% |
| All | +359.1% | +46.3% | +312.8% | +238.0% |
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