+9,305.1%
TJX vs FE
+556.9%
+8,748.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -3.3% | +0.6% | -3.9% | -3.5% |
| 30D | -19.9% | -2.1% | -17.7% | -19.3% |
| 3M | -19.0% | +2.6% | -21.7% | -19.8% |
| 6M | -18.6% | -6.8% | -11.8% | -16.8% |
| YTD | -15.3% | +6.9% | -22.2% | -17.4% |
| 1Y | -7.3% | +11.6% | -18.9% | -11.0% |
| 3Y | +46.6% | +47.7% | -1.1% | +26.8% |
| 5Y | +98.5% | +46.2% | +52.3% | +70.5% |
| 10Y | +289.1% | +109.2% | +179.9% | +188.2% |
| All | +9,305.1% | +556.9% | +8,748.2% | +3,792.6% |
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