+95.2%
TJX vs FE
+46.0%
+49.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -4.0% | -0.2% | -3.8% | -3.9% |
| 30D | -20.3% | -1.2% | -19.2% | -20.1% |
| 3M | -23.3% | +1.7% | -24.9% | -23.7% |
| 6M | -19.7% | -7.5% | -12.3% | -18.1% |
| YTD | -17.1% | +6.3% | -23.5% | -18.8% |
| 1Y | -8.8% | +10.9% | -19.7% | -11.7% |
| 3Y | +43.4% | +46.9% | -3.5% | +26.1% |
| 5Y | +95.2% | +47.6% | +47.6% | +69.4% |
| All | +95.2% | +46.0% | +49.2% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling