+46.6%
TJX vs TYL
-10.9%
+57.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.8% |
| 7D | -3.3% | -7.6% | +4.3% | -2.3% |
| 30D | -19.9% | +11.3% | -31.2% | -21.0% |
| 3M | -19.0% | +14.5% | -33.5% | -20.7% |
| 6M | -18.6% | -7.1% | -11.4% | -18.1% |
| YTD | -15.3% | -23.4% | +8.1% | -11.4% |
| 1Y | -7.3% | -38.6% | +31.2% | +1.8% |
| 3Y | +46.6% | -11.3% | +57.9% | +46.4% |
| All | +46.6% | -10.9% | +57.4% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 3y: compounded portfolio wealth divided by compounded TYL 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…
3y analysis · Full analysis span regression · 6 months rolling