+97.3%
TJX vs FLEX
+684.1%
-586.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.4% | +0.7% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | -18.6% | -11.8% | -6.8% | -17.6% |
| 3M | -24.4% | -22.6% | -1.8% | -22.9% |
| 6M | -20.2% | +77.3% | -97.6% | -30.4% |
| YTD | -16.9% | +78.8% | -95.7% | -28.1% |
| 1Y | -8.5% | +86.1% | -94.6% | -22.0% |
| 3Y | +43.7% | +446.2% | -402.5% | -12.1% |
| 5Y | +97.3% | +689.7% | -592.4% | -1.4% |
| All | +97.3% | +684.1% | -586.7% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling