+104.5%
FTNT vs TJX
-4.4%
+108.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | -0.1% |
| 7D | -5.8% | -2.2% | -3.6% | -6.6% |
| 30D | -4.8% | -17.1% | +12.4% | -10.9% |
| 3M | +4.4% | -16.5% | +20.9% | -1.3% |
| 6M | +88.8% | -17.8% | +106.6% | +77.6% |
| YTD | +96.8% | -13.2% | +110.0% | +89.0% |
| 1Y | +104.5% | -5.2% | +109.7% | +100.6% |
| All | +104.5% | -4.4% | +108.9% | +100.6% |
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