+62.8%
VZ vs TJX
+289.0%
-226.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -1.2% | -4.4% | +3.1% | -0.3% |
| 30D | +5.7% | -18.6% | +24.3% | +10.4% |
| 3M | +8.2% | -24.4% | +32.6% | +14.8% |
| 6M | +1.7% | -20.2% | +22.0% | +6.5% |
| YTD | +28.9% | -16.9% | +45.8% | +33.7% |
| 1Y | +22.7% | -8.5% | +31.3% | +24.6% |
| 3Y | +82.7% | +43.7% | +39.0% | +67.6% |
| 5Y | +26.4% | +97.3% | -70.9% | +7.0% |
| All | +62.8% | +289.0% | -226.2% | +11.1% |
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