-5.2%
TJX vs FLUT
-65.9%
+60.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | -2.2% | -1.6% | -0.6% | -2.2% |
| 30D | -17.1% | +7.7% | -24.9% | -17.3% |
| 3M | -16.5% | -0.7% | -15.8% | -16.4% |
| 6M | -17.8% | -11.2% | -6.7% | -17.7% |
| YTD | -13.2% | -53.4% | +40.2% | -12.6% |
| 1Y | -5.2% | -65.8% | +60.6% | -6.5% |
| All | -5.2% | -65.9% | +60.7% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling