+37.2%
TJX vs FBTC
+62.0%
-24.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -4.0% | +1.1% | -5.1% | -4.0% |
| 30D | -20.3% | +22.3% | -42.6% | -20.9% |
| 3M | -23.3% | +26.0% | -49.2% | -23.9% |
| 6M | -19.7% | +13.2% | -32.9% | -20.1% |
| YTD | -17.1% | -10.7% | -6.4% | -16.7% |
| 1Y | -8.8% | -30.0% | +21.2% | -7.3% |
| All | +37.2% | +62.0% | -24.9% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling