+296.7%
VST vs TJX
+53.4%
+243.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | +6.6% | -0.3% | +6.9% | +6.6% |
| 30D | -12.4% | -5.6% | -6.8% | -11.7% |
| 3M | -9.0% | -12.3% | +3.3% | -7.2% |
| 6M | -6.4% | -7.7% | +1.2% | -7.0% |
| YTD | -17.2% | -11.4% | -5.8% | -17.1% |
| 1Y | -22.0% | -7.0% | -15.0% | -23.9% |
| 3Y | +296.7% | +53.3% | +243.4% | +198.6% |
| All | +296.7% | +53.4% | +243.3% | +198.6% |
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