+4,428.0%
TJX vs FFIV
+7,502.3%
-3,074.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -3.3% | -1.5% | -1.7% | -3.1% |
| 30D | -19.9% | -2.7% | -17.2% | -19.7% |
| 3M | -19.0% | -1.7% | -17.4% | -19.1% |
| 6M | -18.6% | +36.1% | -54.7% | -21.5% |
| YTD | -15.3% | +52.6% | -67.9% | -19.6% |
| 1Y | -7.3% | +21.5% | -28.9% | -10.0% |
| 3Y | +46.6% | +142.7% | -96.1% | +31.5% |
| 5Y | +98.5% | +92.6% | +5.9% | +81.6% |
| 10Y | +289.1% | +225.5% | +63.6% | +235.8% |
| All | +4,428.0% | +7,502.3% | -3,074.4% | +2,705.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling