+284.9%
TJX vs FE
+114.8%
+170.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -4.4% | -1.7% | -2.7% | -3.8% |
| 30D | -18.6% | -1.3% | -17.3% | -18.2% |
| 3M | -24.4% | +0.6% | -25.0% | -24.6% |
| 6M | -20.2% | -6.8% | -13.4% | -18.4% |
| YTD | -16.9% | +6.4% | -23.4% | -18.9% |
| 1Y | -8.5% | +11.3% | -19.8% | -12.2% |
| 3Y | +43.7% | +47.1% | -3.3% | +23.4% |
| 5Y | +97.3% | +50.4% | +46.9% | +66.0% |
| All | +284.9% | +114.8% | +170.1% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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