+43.1%
TJX vs FERG
+51.9%
-8.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -4.6% | -2.6% | -2.0% | -4.2% |
| 30D | -17.2% | -8.9% | -8.3% | -16.0% |
| 3M | -24.9% | -2.0% | -22.9% | -24.8% |
| 6M | -19.7% | -3.2% | -16.5% | -19.5% |
| YTD | -17.2% | +1.5% | -18.7% | -17.9% |
| 1Y | -9.4% | +0.5% | -9.9% | -10.3% |
| 3Y | +43.1% | +50.4% | -7.3% | +26.2% |
| All | +43.1% | +51.9% | -8.8% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 3y: compounded portfolio wealth divided by compounded FERG 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…
3y analysis · Full analysis span regression · 6 months rolling