+390.7%
LLY vs TJX
+94.3%
+296.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -3.2% | -4.4% | +1.2% | -1.8% |
| 30D | -7.4% | -18.6% | +11.1% | -1.7% |
| 3M | -1.0% | -24.4% | +23.3% | +7.4% |
| 6M | +12.5% | -20.2% | +32.7% | +20.0% |
| YTD | +5.0% | -16.9% | +21.9% | +10.5% |
| 1Y | +49.8% | -8.5% | +58.3% | +52.8% |
| 3Y | +95.5% | +43.7% | +51.7% | +77.3% |
| 5Y | +390.7% | +97.3% | +293.3% | +316.6% |
| All | +390.7% | +94.3% | +296.4% | +316.6% |
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