+108.3%
TJX vs TYL
-23.0%
+131.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | +0.8% | -1.2% | -0.5% |
| 30D | -5.6% | +21.1% | -26.7% | -9.6% |
| 3M | -12.3% | +28.9% | -41.2% | -17.5% |
| 6M | -7.7% | +42.0% | -49.7% | -15.6% |
| YTD | -11.4% | -6.6% | -4.8% | -10.4% |
| 1Y | -7.0% | -9.1% | +2.0% | -5.2% |
| 3Y | +53.3% | +1.8% | +51.4% | +47.3% |
| All | +108.3% | -23.0% | +131.4% | +115.6% |
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