+283.6%
TJX vs FFIV
+249.4%
+34.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -1.3% |
| 7D | -4.6% | +5.4% | -10.0% | -6.1% |
| 30D | -17.2% | -2.7% | -14.5% | -16.7% |
| 3M | -24.9% | +4.5% | -29.4% | -26.4% |
| 6M | -19.7% | +42.2% | -61.9% | -28.8% |
| YTD | -17.2% | +61.3% | -78.5% | -30.0% |
| 1Y | -9.4% | +23.0% | -32.5% | -16.9% |
| 3Y | +43.1% | +156.3% | -113.2% | -0.8% |
| 5Y | +96.7% | +102.9% | -6.1% | +45.4% |
| All | +283.6% | +249.4% | +34.3% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling