+1,549.9%
LLY vs TJX
+287.7%
+1,262.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -2.9% | -4.6% | +1.7% | -1.7% |
| 30D | -8.4% | -17.2% | +8.7% | -3.7% |
| 3M | -3.8% | -24.9% | +21.1% | +3.9% |
| 6M | +11.9% | -19.7% | +31.6% | +18.5% |
| YTD | +4.3% | -17.2% | +21.5% | +9.4% |
| 1Y | +48.5% | -9.4% | +57.9% | +51.8% |
| 3Y | +91.2% | +43.1% | +48.2% | +73.5% |
| 5Y | +387.5% | +96.7% | +290.8% | +303.5% |
| All | +1,549.9% | +287.7% | +1,262.1% | +1,014.2% |
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 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