-5.2%
TJX vs FLEX
+102.8%
-108.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | -2.2% | -0.9% | -1.4% | -2.3% |
| 30D | -17.1% | -10.1% | -7.0% | -17.3% |
| 3M | -16.5% | -31.3% | +14.9% | -16.6% |
| 6M | -17.8% | +71.3% | -89.1% | -20.4% |
| YTD | -13.2% | +81.2% | -94.5% | -16.2% |
| 1Y | -5.2% | +98.5% | -103.7% | -8.0% |
| All | -5.2% | +102.8% | -108.0% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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