+316.4%
TJX vs FIVE
+504.2%
-187.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.3% | +2.7% | -3.0% | -1.0% |
| 30D | -5.6% | +12.7% | -18.3% | -8.5% |
| 3M | -12.3% | +2.1% | -14.4% | -13.2% |
| 6M | -7.7% | +17.5% | -25.2% | -12.5% |
| YTD | -11.4% | +31.0% | -42.4% | -18.9% |
| 1Y | -7.0% | +67.7% | -74.8% | -20.5% |
| 3Y | +53.3% | +43.4% | +9.9% | +27.7% |
| 5Y | +109.9% | +18.1% | +91.8% | +78.2% |
| All | +316.4% | +504.2% | -187.7% | +119.3% |
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