+97.2%
TJX vs LYV
+93.4%
+3.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -4.6% | -1.9% | -2.7% | -4.1% |
| 30D | -17.2% | -8.2% | -9.0% | -15.4% |
| 3M | -24.9% | -1.3% | -23.6% | -24.8% |
| 6M | -19.7% | +2.6% | -22.3% | -20.7% |
| YTD | -17.2% | +19.4% | -36.6% | -21.9% |
| 1Y | -9.4% | -2.2% | -7.2% | -9.9% |
| 3Y | +43.1% | +106.0% | -63.0% | +10.9% |
| All | +97.2% | +93.4% | +3.8% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling