+388.3%
TJX vs FIVN
+285.7%
+102.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -4.6% | -7.8% | +3.3% | -4.0% |
| 30D | -17.2% | -1.7% | -15.4% | -17.1% |
| 3M | -24.9% | +47.2% | -72.1% | -27.4% |
| 6M | -19.7% | +82.7% | -102.4% | -24.3% |
| YTD | -17.2% | +52.9% | -70.1% | -21.1% |
| 1Y | -9.4% | +17.5% | -26.9% | -11.9% |
| 3Y | +43.1% | -55.8% | +98.9% | +48.4% |
| 5Y | +96.7% | -82.3% | +179.0% | +114.2% |
| 10Y | +287.7% | +116.5% | +171.2% | +250.3% |
| All | +388.3% | +285.7% | +102.6% | +339.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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