+5,124.3%
TJX vs FLR
+579.2%
+4,545.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -4.6% | -3.5% | -1.1% | -4.0% |
| 30D | -17.2% | +4.2% | -21.3% | -17.9% |
| 3M | -24.9% | +8.1% | -33.0% | -26.7% |
| 6M | -19.7% | +21.5% | -41.2% | -24.0% |
| YTD | -17.2% | +36.8% | -54.0% | -23.8% |
| 1Y | -9.4% | +31.2% | -40.6% | -16.4% |
| 3Y | +43.1% | +53.9% | -10.8% | +21.9% |
| 5Y | +96.7% | +243.0% | -146.3% | +37.1% |
| 10Y | +287.7% | +18.8% | +268.9% | +187.6% |
| All | +5,124.3% | +579.2% | +4,545.0% | +2,016.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling