+9,290.5%
FTNT vs TJX
+1,511.7%
+7,778.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.6% |
| 7D | -0.1% | -4.6% | +4.4% | +1.9% |
| 30D | -3.0% | -17.2% | +14.2% | +5.1% |
| 3M | +7.6% | -24.9% | +32.5% | +21.0% |
| 6M | +87.0% | -19.7% | +106.6% | +102.7% |
| YTD | +96.5% | -17.2% | +113.7% | +109.5% |
| 1Y | +92.9% | -9.4% | +102.4% | +96.8% |
| 3Y | +139.8% | +43.1% | +96.8% | +96.2% |
| 5Y | +151.3% | +96.7% | +54.6% | +76.5% |
| 10Y | +2,082.2% | +287.7% | +1,794.4% | +965.8% |
| All | +9,290.5% | +1,511.7% | +7,778.8% | +2,326.4% |
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