+53.3%
TJX vs FFIV
+95.4%
-42.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.0% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | -5.6% | -32.4% | +26.8% | -2.9% |
| 3M | -12.3% | -25.7% | +13.4% | -10.6% |
| 6M | -7.7% | -13.5% | +5.8% | -7.7% |
| YTD | -11.4% | +21.1% | -32.5% | -15.9% |
| 1Y | -7.0% | +29.4% | -36.5% | -12.9% |
| 3Y | +53.3% | +94.9% | -41.6% | +27.7% |
| All | +53.3% | +95.4% | -42.1% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling