+139.8%
FTNT vs TJX
+42.7%
+97.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | -0.1% | -4.6% | +4.4% | +0.4% |
| 30D | -3.0% | -17.2% | +14.2% | -0.8% |
| 3M | +7.6% | -24.9% | +32.5% | +11.6% |
| 6M | +87.0% | -19.7% | +106.6% | +90.9% |
| YTD | +96.5% | -17.2% | +113.7% | +98.4% |
| 1Y | +92.9% | -9.4% | +102.4% | +87.6% |
| 3Y | +139.8% | +43.1% | +96.8% | +103.0% |
| All | +139.8% | +42.7% | +97.1% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling