+4,636.0%
TJX vs FFIV
+5,932.0%
-1,296.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.9% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | -5.6% | -32.4% | +26.8% | -1.9% |
| 3M | -12.3% | -25.7% | +13.4% | -9.9% |
| 6M | -7.7% | -13.5% | +5.8% | -6.9% |
| YTD | -11.4% | +21.1% | -32.5% | -14.1% |
| 1Y | -7.0% | +29.4% | -36.5% | -10.6% |
| 3Y | +53.3% | +94.9% | -41.6% | +40.2% |
| 5Y | +109.9% | +34.7% | +75.2% | +98.7% |
| 10Y | +310.0% | +119.0% | +191.0% | +266.6% |
| All | +4,636.0% | +5,932.0% | -1,296.0% | +2,895.1% |
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