+283.6%
TJX vs FIVE
+491.7%
-208.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | -4.6% | -3.0% | -1.6% | -3.8% |
| 30D | -17.2% | +2.7% | -19.9% | -17.9% |
| 3M | -24.9% | +21.1% | -46.0% | -28.9% |
| 6M | -19.7% | +11.9% | -31.6% | -23.0% |
| YTD | -17.2% | +29.9% | -47.1% | -23.9% |
| 1Y | -9.4% | +67.8% | -77.2% | -22.8% |
| 3Y | +43.1% | +52.8% | -9.7% | +16.6% |
| 5Y | +96.7% | +31.3% | +65.4% | +60.8% |
| All | +283.6% | +491.7% | -208.0% | +97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling