+43.1%
TJX vs FLR
+54.2%
-11.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -4.6% | -3.5% | -1.1% | -4.5% |
| 30D | -17.2% | +4.2% | -21.3% | -17.3% |
| 3M | -24.9% | +8.1% | -33.0% | -25.3% |
| 6M | -19.7% | +21.5% | -41.2% | -20.8% |
| YTD | -17.2% | +36.8% | -54.0% | -19.1% |
| 1Y | -9.4% | +31.2% | -40.6% | -11.5% |
| 3Y | +43.1% | +53.9% | -10.8% | +31.0% |
| All | +43.1% | +54.2% | -11.1% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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