+283.6%
TJX vs FANG
+182.5%
+101.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.6% | +2.9% | -7.5% | -5.0% |
| 30D | -17.2% | +2.6% | -19.8% | -17.5% |
| 3M | -24.9% | +7.6% | -32.5% | -26.0% |
| 6M | -19.7% | +17.3% | -37.0% | -22.3% |
| YTD | -17.2% | +38.7% | -55.9% | -22.3% |
| 1Y | -9.4% | +51.6% | -61.1% | -16.4% |
| 3Y | +43.1% | +50.0% | -6.9% | +29.3% |
| 5Y | +96.7% | +237.6% | -140.9% | +48.2% |
| All | +283.6% | +182.5% | +101.2% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling