-19.7%
TJX vs FCEL
+139.5%
-159.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.7% | +4.5% | -2.3% |
| 7D | -4.0% | +15.1% | -19.0% | -3.7% |
| 30D | -20.3% | -16.4% | -3.9% | -20.4% |
| 3M | -23.3% | -5.3% | -18.0% | -23.2% |
| 6M | -19.7% | +124.5% | -144.3% | -21.3% |
| All | -19.7% | +139.5% | -159.2% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling