+777.0%
VST vs TJX
+94.1%
+682.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | +5.3% | -4.0% | +9.3% | +6.5% |
| 30D | +5.8% | -20.3% | +26.1% | +13.0% |
| 3M | +3.5% | -23.3% | +26.7% | +11.5% |
| 6M | -7.4% | -19.7% | +12.3% | -2.1% |
| YTD | -6.1% | -17.1% | +11.1% | -2.1% |
| 1Y | -21.6% | -8.8% | -12.8% | -21.9% |
| 3Y | +357.2% | +43.4% | +313.8% | +279.3% |
| 5Y | +777.0% | +95.2% | +681.8% | +530.2% |
| All | +777.0% | +94.1% | +682.9% | +530.2% |
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