-9.4%
TJX vs FDX
+76.4%
-85.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.6% | -3.3% | -1.3% | -4.2% |
| 30D | -17.2% | -4.5% | -12.6% | -16.7% |
| 3M | -24.9% | -7.3% | -17.6% | -24.1% |
| 6M | -19.7% | +7.5% | -27.2% | -21.3% |
| YTD | -17.2% | +35.1% | -52.3% | -20.0% |
| 1Y | -9.4% | +71.4% | -80.8% | -13.4% |
| All | -9.4% | +76.4% | -85.8% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling