+283.6%
TJX vs TDY
+479.2%
-195.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.8% |
| 7D | -4.6% | -1.1% | -3.5% | -4.1% |
| 30D | -17.2% | -12.0% | -5.1% | -12.6% |
| 3M | -24.9% | -3.2% | -21.7% | -24.2% |
| 6M | -19.7% | -7.9% | -11.8% | -17.5% |
| YTD | -17.2% | +18.2% | -35.4% | -24.4% |
| 1Y | -9.4% | +6.7% | -16.1% | -13.7% |
| 3Y | +43.1% | +47.5% | -4.5% | +14.7% |
| 5Y | +96.7% | +39.5% | +57.2% | +59.5% |
| All | +283.6% | +479.2% | -195.6% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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