+37.1%
TJX vs FBTC
+60.2%
-23.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -4.6% | -3.1% | -1.5% | -4.5% |
| 30D | -17.2% | +22.0% | -39.2% | -17.7% |
| 3M | -24.9% | +21.6% | -46.5% | -25.4% |
| 6M | -19.7% | +9.2% | -28.9% | -19.9% |
| YTD | -17.2% | -11.8% | -5.4% | -16.8% |
| 1Y | -9.4% | -32.7% | +23.3% | -7.7% |
| All | +37.1% | +60.2% | -23.1% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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