+23.5%
F vs TJX
-8.8%
+32.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | -3.7% | -4.4% | +0.7% | -3.2% |
| 30D | -0.7% | -18.6% | +17.9% | +1.1% |
| 3M | -1.9% | -24.4% | +22.5% | +1.0% |
| 6M | +16.1% | -20.2% | +36.3% | +19.2% |
| YTD | +9.5% | -16.9% | +26.4% | +11.9% |
| All | +23.5% | -8.8% | +32.4% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling