+67.3%
F vs TJX
+309.3%
-241.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.8% |
| 7D | -3.1% | -0.3% | -2.8% | -2.9% |
| 30D | 0.0% | -5.6% | +5.6% | +3.4% |
| 3M | -13.2% | -12.3% | -0.9% | -6.5% |
| 6M | -10.2% | -7.7% | -2.5% | -7.3% |
| YTD | -4.9% | -11.4% | +6.5% | +0.4% |
| 1Y | -6.1% | -7.0% | +1.0% | -3.9% |
| 3Y | +46.0% | +53.3% | -7.3% | +7.1% |
| 5Y | -15.7% | +109.9% | -125.6% | -49.7% |
| All | +67.3% | +309.3% | -241.9% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 10y: compounded portfolio wealth divided by compounded TJX 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…
10y analysis · Full analysis span regression · 6 months rolling