+283.6%
TJX vs FDX
+182.5%
+101.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.6% | -3.3% | -1.3% | -3.6% |
| 30D | -17.2% | -4.5% | -12.6% | -16.0% |
| 3M | -24.9% | -7.3% | -17.6% | -23.4% |
| 6M | -19.7% | +7.5% | -27.2% | -22.1% |
| YTD | -17.2% | +35.1% | -52.3% | -25.4% |
| 1Y | -9.4% | +71.4% | -80.8% | -24.5% |
| 3Y | +43.1% | +60.8% | -17.7% | +17.1% |
| 5Y | +96.7% | +65.5% | +31.2% | +54.0% |
| All | +283.6% | +182.5% | +101.2% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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