+9,737.3%
TJX vs FE
+571.3%
+9,166.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -0.3% | +1.2% | -1.6% | -0.7% |
| 30D | -5.6% | +4.5% | -10.1% | -7.0% |
| 3M | -12.3% | +1.3% | -13.7% | -12.7% |
| 6M | -7.7% | +8.7% | -16.4% | -10.3% |
| YTD | -11.4% | +9.2% | -20.6% | -14.2% |
| 1Y | -7.0% | +7.0% | -14.0% | -9.4% |
| 3Y | +53.3% | +51.4% | +1.9% | +31.6% |
| 5Y | +109.9% | +47.7% | +62.2% | +79.8% |
| 10Y | +310.0% | +125.0% | +185.0% | +197.2% |
| All | +9,737.3% | +571.3% | +9,166.0% | +3,942.0% |
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