+296.7%
TJX vs FN
+886.0%
-589.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.6% |
| 7D | -3.3% | +3.5% | -6.8% | -3.7% |
| 30D | -19.9% | -26.0% | +6.1% | -17.4% |
| 3M | -19.0% | -33.3% | +14.2% | -16.1% |
| 6M | -18.6% | -14.9% | -3.6% | -19.4% |
| YTD | -15.3% | -8.6% | -6.7% | -17.8% |
| 1Y | -7.3% | +12.3% | -19.7% | -13.4% |
| 3Y | +46.6% | +174.4% | -127.8% | +10.8% |
| 5Y | +98.5% | +296.4% | -197.9% | +34.2% |
| All | +296.7% | +886.0% | -589.4% | +123.1% |
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