+43.5%
TJX vs FLUT
-43.3%
+86.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -4.4% | -3.6% | -0.8% | -4.1% |
| 30D | -18.6% | -0.3% | -18.2% | -18.6% |
| 3M | -24.4% | -12.6% | -11.7% | -23.7% |
| 6M | -20.2% | -8.0% | -12.3% | -20.0% |
| YTD | -16.9% | -54.1% | +37.2% | -11.7% |
| 1Y | -8.5% | -66.1% | +57.6% | 0.0% |
| All | +43.5% | -43.3% | +86.8% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling