+615.0%
F vs TJX
+46,423.2%
-45,808.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +5.3% | -2.2% | +7.6% | +6.2% |
| 30D | +4.6% | -17.1% | +21.7% | +11.8% |
| 3M | -3.7% | -16.5% | +12.8% | +2.4% |
| 6M | +16.8% | -17.8% | +34.6% | +24.6% |
| YTD | +15.3% | -13.2% | +28.5% | +20.5% |
| 1Y | +31.0% | -5.2% | +36.2% | +32.4% |
| 3Y | +45.4% | +48.2% | -2.8% | +24.5% |
| 5Y | +54.7% | +99.8% | -45.1% | +19.2% |
| 10Y | +98.2% | +291.1% | -192.9% | +20.9% |
| All | +615.0% | +46,423.2% | -45,808.2% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling