+361.0%
ORLY vs TJX
+287.7%
+73.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.4% | -4.6% | +2.2% | -0.3% |
| 30D | -6.8% | -17.2% | +10.4% | +1.4% |
| 3M | -4.8% | -24.9% | +20.2% | +8.2% |
| 6M | -9.1% | -19.7% | +10.6% | 0.0% |
| YTD | -5.9% | -17.2% | +11.3% | +1.9% |
| 1Y | -20.4% | -9.4% | -11.0% | -17.4% |
| 3Y | +36.6% | +43.1% | -6.5% | +14.4% |
| 5Y | +117.3% | +96.7% | +20.6% | +53.8% |
| All | +361.0% | +287.7% | +73.3% | +106.9% |
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 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