+49.3%
F vs TJX
+94.3%
-45.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.0% |
| 7D | -3.7% | -4.4% | +0.7% | -0.9% |
| 30D | -0.7% | -18.6% | +17.9% | +12.6% |
| 3M | -1.9% | -24.4% | +22.5% | +16.1% |
| 6M | +16.1% | -20.2% | +36.3% | +31.9% |
| YTD | +9.5% | -16.9% | +26.4% | +20.6% |
| 1Y | +27.2% | -8.5% | +35.7% | +30.5% |
| 3Y | +36.3% | +43.7% | -7.5% | -1.6% |
| 5Y | +49.3% | +97.3% | -48.1% | -15.3% |
| All | +49.3% | +94.3% | -45.0% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling