+43.1%
TJX vs FLEX
+481.3%
-438.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.2% | -7.5% | -0.5% |
| 7D | -4.6% | +5.7% | -10.3% | -4.7% |
| 30D | -17.2% | -7.0% | -10.1% | -17.0% |
| 3M | -24.9% | -23.8% | -1.1% | -24.3% |
| 6M | -19.7% | +82.6% | -102.3% | -24.3% |
| YTD | -17.2% | +91.6% | -108.8% | -22.5% |
| 1Y | -9.4% | +100.6% | -110.0% | -15.8% |
| 3Y | +43.1% | +479.8% | -436.7% | +22.1% |
| All | +43.1% | +481.3% | -438.2% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling