-5.2%
TJX vs ZYBT
-83.2%
+78.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | -2.2% | -6.9% | +4.7% | -2.2% |
| 30D | -17.1% | -31.8% | +14.6% | -17.1% |
| 3M | -16.5% | +94.0% | -110.5% | -17.0% |
| 6M | -17.8% | +99.0% | -116.8% | -18.1% |
| YTD | -13.2% | +40.0% | -53.2% | -13.8% |
| 1Y | -5.2% | -79.5% | +74.3% | -7.3% |
| All | -5.2% | -83.2% | +78.0% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling