+22,764.6%
TJX vs FLEX
+7,857.5%
+14,907.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.8% | -3.0% |
| 7D | -3.3% | +7.0% | -10.2% | -4.3% |
| 30D | -19.9% | -5.8% | -14.1% | -19.3% |
| 3M | -19.0% | -24.2% | +5.2% | -16.7% |
| 6M | -18.6% | +90.8% | -109.4% | -28.7% |
| YTD | -15.3% | +89.2% | -104.5% | -26.1% |
| 1Y | -7.3% | +104.7% | -112.1% | -20.5% |
| 3Y | +46.6% | +478.1% | -431.5% | +3.9% |
| 5Y | +98.5% | +726.2% | -627.7% | +31.7% |
| 10Y | +289.1% | +1,060.6% | -771.5% | +133.4% |
| All | +22,764.6% | +7,857.5% | +14,907.2% | +9,863.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling