+968.4%
TJX vs XYL
+459.9%
+508.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | -4.0% | +0.8% | -4.8% | -4.3% |
| 30D | -20.3% | -10.8% | -9.5% | -16.6% |
| 3M | -23.3% | -2.5% | -20.7% | -22.9% |
| 6M | -19.7% | -12.2% | -7.6% | -15.9% |
| YTD | -17.1% | -20.1% | +2.9% | -10.0% |
| 1Y | -8.8% | -20.6% | +11.9% | -0.9% |
| 3Y | +43.4% | +17.3% | +26.1% | +27.8% |
| 5Y | +95.2% | -14.5% | +109.7% | +95.9% |
| 10Y | +288.1% | +150.2% | +137.9% | +157.5% |
| All | +968.4% | +459.9% | +508.5% | +464.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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