+316.3%
TJX vs FN
+772.0%
-455.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -0.4% |
| 7D | -0.5% | -4.1% | +3.6% | -0.3% |
| 30D | -1.3% | -28.3% | +27.0% | +1.6% |
| 3M | -13.5% | -33.9% | +20.4% | -10.7% |
| 6M | -10.1% | -43.9% | +33.8% | -6.5% |
| YTD | -10.0% | -23.4% | +13.4% | -11.8% |
| 1Y | -5.5% | -25.4% | +19.9% | -7.4% |
| 3Y | +55.5% | +107.9% | -52.4% | +21.2% |
| 5Y | +112.6% | +195.1% | -82.4% | +48.7% |
| 10Y | +316.3% | +794.1% | -477.8% | +140.9% |
| All | +316.3% | +772.0% | -455.7% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling