-7.0%
TJX vs FIVE
+62.4%
-69.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.3% | +2.7% | -3.0% | -0.8% |
| 30D | -5.6% | +12.7% | -18.3% | -7.2% |
| 3M | -12.3% | +2.1% | -14.4% | -12.6% |
| 6M | -7.7% | +17.5% | -25.2% | -11.0% |
| YTD | -11.4% | +31.0% | -42.4% | -17.4% |
| 1Y | -7.0% | +67.7% | -74.8% | -21.1% |
| All | -7.0% | +62.4% | -69.5% | -21.1% |
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