+283.6%
TJX vs LYB
+48.3%
+235.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -4.6% | +0.3% | -4.9% | -4.7% |
| 30D | -17.2% | +2.5% | -19.6% | -18.0% |
| 3M | -24.9% | +1.4% | -26.3% | -25.7% |
| 6M | -19.7% | -3.5% | -16.2% | -20.9% |
| YTD | -17.2% | +52.0% | -69.2% | -31.0% |
| 1Y | -9.4% | +22.1% | -31.5% | -19.2% |
| 3Y | +43.1% | -22.8% | +65.8% | +46.9% |
| 5Y | +96.7% | -3.4% | +100.1% | +79.1% |
| All | +283.6% | +48.3% | +235.4% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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