+44,577.7%
TJX vs FHN
+1,803.6%
+42,774.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | -3.3% | +2.7% | -5.9% | -3.9% |
| 30D | -19.9% | -3.1% | -16.7% | -19.2% |
| 3M | -19.0% | +2.3% | -21.4% | -19.6% |
| 6M | -18.6% | +9.7% | -28.3% | -20.6% |
| YTD | -15.3% | +4.7% | -20.0% | -16.6% |
| 1Y | -7.3% | +13.8% | -21.1% | -11.1% |
| 3Y | +46.6% | +131.6% | -85.0% | +13.4% |
| 5Y | +98.5% | +91.1% | +7.4% | +52.3% |
| 10Y | +289.1% | +126.6% | +162.4% | +167.4% |
| All | +44,577.7% | +1,803.6% | +42,774.1% | +10,703.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling