+79.2%
VZ vs TJX
+42.8%
+36.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -0.9% |
| 7D | -1.0% | -4.0% | +3.0% | -0.1% |
| 30D | +5.8% | -20.3% | +26.1% | +11.0% |
| 3M | +10.5% | -23.3% | +33.8% | +16.7% |
| 6M | +1.8% | -19.7% | +21.5% | +6.4% |
| YTD | +28.3% | -17.1% | +45.4% | +33.0% |
| 1Y | +22.0% | -8.8% | +30.8% | +23.8% |
| All | +79.2% | +42.8% | +36.4% | +64.5% |
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