+43.2%
TJX vs FIVE
+52.3%
-9.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -1.9% |
| 7D | -4.0% | +1.7% | -5.6% | -4.1% |
| 30D | -20.3% | +5.0% | -25.3% | -20.8% |
| 3M | -23.3% | +29.5% | -52.8% | -25.4% |
| 6M | -19.7% | +12.4% | -32.2% | -21.1% |
| YTD | -17.1% | +31.2% | -48.3% | -19.8% |
| 1Y | -8.8% | +72.9% | -81.7% | -14.2% |
| All | +43.2% | +52.3% | -9.1% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling