+3.2%
TJX vs FHN
+14.6%
-11.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +4.6% |
| 7D | +4.6% | +2.3% | +2.3% | +3.9% |
| 30D | +7.7% | +1.6% | +6.1% | +7.2% |
| 3M | -7.8% | -8.4% | +0.6% | -5.3% |
| 6M | -5.8% | -2.3% | -3.5% | -5.5% |
| YTD | -4.9% | +1.5% | -6.4% | -6.3% |
| 1Y | +3.2% | +15.0% | -11.9% | -3.0% |
| All | +3.2% | +14.6% | -11.4% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling