+3,929.0%
TJX vs FLUT
+2,037.5%
+1,891.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -4.0% | -2.6% | -1.4% | -3.8% |
| 30D | -20.3% | +5.4% | -25.7% | -20.6% |
| 3M | -23.3% | -10.8% | -12.5% | -23.0% |
| 6M | -19.7% | -9.2% | -10.5% | -19.6% |
| YTD | -17.1% | -53.8% | +36.7% | -14.7% |
| 1Y | -8.8% | -66.0% | +57.2% | -5.0% |
| 3Y | +43.4% | -44.7% | +88.1% | +45.7% |
| 5Y | +95.2% | -50.6% | +145.8% | +96.6% |
| 10Y | +288.1% | -10.4% | +298.5% | +284.7% |
| All | +3,929.0% | +2,037.5% | +1,891.5% | +3,754.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling