+97.3%
TJX vs TYL
-30.1%
+127.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | -4.4% | -11.5% | +7.2% | -1.7% |
| 30D | -18.6% | +3.9% | -22.5% | -19.4% |
| 3M | -24.4% | +10.8% | -35.1% | -26.5% |
| 6M | -20.2% | -5.3% | -14.9% | -19.9% |
| YTD | -16.9% | -26.1% | +9.2% | -11.3% |
| 1Y | -8.5% | -38.5% | +30.0% | +3.0% |
| 3Y | +43.7% | -14.5% | +58.2% | +42.7% |
| 5Y | +97.3% | -28.9% | +126.2% | +98.9% |
| All | +97.3% | -30.1% | +127.5% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling