+283.6%
TJX vs LYV
+564.6%
-281.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -4.6% | -1.9% | -2.7% | -4.0% |
| 30D | -17.2% | -8.2% | -9.0% | -15.1% |
| 3M | -24.9% | -1.3% | -23.6% | -24.8% |
| 6M | -19.7% | +2.6% | -22.3% | -20.9% |
| YTD | -17.2% | +19.4% | -36.6% | -22.5% |
| 1Y | -9.4% | -2.2% | -7.2% | -10.2% |
| 3Y | +43.1% | +106.0% | -63.0% | +9.2% |
| 5Y | +96.7% | +97.7% | -1.0% | +47.2% |
| All | +283.6% | +564.6% | -281.0% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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