+17,170.0%
LLY vs TJX
+45,310.1%
-28,140.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.7% |
| 7D | -3.1% | -3.3% | +0.2% | -2.5% |
| 30D | -5.1% | -19.9% | +14.8% | -1.0% |
| 3M | -2.1% | -19.0% | +17.0% | +1.9% |
| 6M | +13.8% | -18.6% | +32.4% | +18.2% |
| YTD | +5.1% | -15.3% | +20.4% | +8.3% |
| 1Y | +53.1% | -7.3% | +60.5% | +54.9% |
| 3Y | +95.6% | +46.6% | +49.1% | +81.3% |
| 5Y | +361.5% | +98.5% | +263.0% | +300.1% |
| 10Y | +1,545.2% | +289.1% | +1,256.1% | +1,126.0% |
| All | +17,170.0% | +45,310.1% | -28,140.1% | +5,857.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling