+608.9%
TJX vs FIVE
+868.1%
-259.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.3% |
| 7D | -2.2% | +4.3% | -6.5% | -3.3% |
| 30D | -17.1% | +12.5% | -29.7% | -19.7% |
| 3M | -16.5% | +31.2% | -47.7% | -22.1% |
| 6M | -17.8% | +14.4% | -32.2% | -21.3% |
| YTD | -13.2% | +33.9% | -47.1% | -20.2% |
| 1Y | -5.2% | +65.1% | -70.2% | -17.7% |
| 3Y | +48.2% | +49.0% | -0.7% | +23.8% |
| 5Y | +99.8% | +30.3% | +69.5% | +66.8% |
| 10Y | +291.1% | +481.1% | -190.0% | +121.6% |
| All | +608.9% | +868.1% | -259.2% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling