+3.2%
TJX vs FIVE
+63.3%
-60.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.7% | -1.5% | +4.1% |
| 7D | +4.6% | +7.5% | -2.9% | +3.4% |
| 30D | +7.7% | +16.7% | -9.0% | +5.2% |
| 3M | -7.8% | +13.4% | -21.2% | -9.8% |
| 6M | -5.8% | +9.0% | -14.8% | -7.8% |
| YTD | -4.9% | +33.8% | -38.7% | -10.9% |
| 1Y | +3.2% | +61.2% | -58.0% | -8.1% |
| All | +3.2% | +63.3% | -60.1% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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