+45,672.9%
TJX vs TYL
+12,593.6%
+33,079.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.4% |
| 7D | -2.2% | -3.7% | +1.4% | -1.8% |
| 30D | -17.1% | +18.7% | -35.9% | -18.8% |
| 3M | -16.5% | +18.1% | -34.6% | -18.2% |
| 6M | -17.8% | -1.1% | -16.7% | -18.1% |
| YTD | -13.2% | -19.8% | +6.6% | -11.8% |
| 1Y | -5.2% | -34.3% | +29.1% | -1.6% |
| 3Y | +48.2% | -8.2% | +56.5% | +47.6% |
| 5Y | +99.8% | -25.4% | +125.2% | +102.2% |
| 10Y | +291.1% | +115.6% | +175.5% | +253.0% |
| All | +45,672.9% | +12,593.6% | +33,079.3% | +26,718.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling