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  • TJX vs FLUT✓SelectedUSD · FLUTTJX vs FLUT performance historyLatest closeAs of-2.17%09/09
Stock and ETF performance explorer

TJX vs FLUT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,929.0%
FLUT return
+2,037.5%
Excess return
+1,891.5%
Maximum drawdown
-50.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFLUTExcessAlpha
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