+9,855.2%
TJX vs FE
+564.2%
+9,291.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -3.6% | +3.9% | -7.4% | -4.8% |
| 3M | -10.3% | -0.1% | -10.2% | -10.3% |
| 6M | -8.6% | +6.1% | -14.7% | -10.4% |
| YTD | -10.3% | +8.1% | -18.4% | -12.9% |
| 1Y | -6.4% | +4.4% | -10.9% | -8.1% |
| 3Y | +55.0% | +49.0% | +6.0% | +33.8% |
| 5Y | +112.4% | +46.1% | +66.3% | +82.7% |
| 10Y | +314.9% | +122.6% | +192.3% | +201.9% |
| All | +9,855.2% | +564.2% | +9,291.0% | +4,005.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling