+616.4%
VST vs TJX
+110.9%
+505.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +19.2% | -1.5% | +20.7% | +19.6% |
| 30D | -17.2% | -3.6% | -13.6% | -16.7% |
| 3M | -8.1% | -10.3% | +2.2% | -5.7% |
| 6M | -8.1% | -8.6% | +0.5% | -7.1% |
| YTD | -16.3% | -10.3% | -5.9% | -15.2% |
| 1Y | -24.1% | -6.4% | -17.7% | -24.6% |
| 3Y | +300.2% | +55.0% | +245.2% | +222.1% |
| All | +616.4% | +110.9% | +505.5% | +410.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling