+6,165.7%
TJX vs TDY
+7,056.0%
-890.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -4.6% | -1.1% | -3.5% | -4.3% |
| 30D | -17.2% | -12.0% | -5.1% | -14.6% |
| 3M | -24.9% | -3.2% | -21.7% | -24.5% |
| 6M | -19.7% | -7.9% | -11.8% | -18.4% |
| YTD | -17.2% | +18.2% | -35.4% | -21.0% |
| 1Y | -9.4% | +6.7% | -16.1% | -11.6% |
| 3Y | +43.1% | +47.5% | -4.5% | +28.1% |
| 5Y | +96.7% | +39.5% | +57.2% | +77.7% |
| 10Y | +287.7% | +477.2% | -189.4% | +159.4% |
| All | +6,165.7% | +7,056.0% | -890.3% | +2,651.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling