+43.1%
TJX vs FCEL
-62.7%
+105.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -4.6% | +6.3% | -10.9% | -4.6% |
| 30D | -17.2% | -26.7% | +9.5% | -17.1% |
| 3M | -24.9% | -10.2% | -14.7% | -25.1% |
| 6M | -19.7% | +123.5% | -143.2% | -21.2% |
| YTD | -17.2% | +117.4% | -134.6% | -18.8% |
| 1Y | -9.4% | +146.0% | -155.4% | -11.7% |
| 3Y | +43.1% | -61.9% | +105.0% | +43.3% |
| All | +43.1% | -62.7% | +105.8% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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