+44,577.8%
TJX vs FDX
+4,120.9%
+40,456.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.5% |
| 7D | -3.3% | -3.3% | 0.0% | -2.2% |
| 30D | -19.9% | -1.4% | -18.5% | -19.5% |
| 3M | -19.0% | -4.5% | -14.5% | -18.2% |
| 6M | -18.6% | +9.4% | -28.0% | -21.6% |
| YTD | -15.3% | +36.0% | -51.3% | -24.3% |
| 1Y | -7.3% | +75.5% | -82.9% | -24.1% |
| 3Y | +46.6% | +62.8% | -16.2% | +18.6% |
| 5Y | +98.5% | +64.4% | +34.1% | +54.6% |
| 10Y | +289.1% | +175.5% | +113.6% | +139.4% |
| All | +44,577.8% | +4,120.9% | +40,456.8% | +10,492.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling