-8.8%
TJX vs FN
+12.8%
-21.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.6% | -2.2% |
| 7D | -4.0% | +5.8% | -9.7% | -3.9% |
| 30D | -20.3% | -20.6% | +0.3% | -20.6% |
| 3M | -23.3% | -28.6% | +5.4% | -23.4% |
| 6M | -19.7% | -20.7% | +1.0% | -20.3% |
| YTD | -17.1% | -8.1% | -9.0% | -17.7% |
| 1Y | -8.8% | +13.3% | -22.1% | -8.1% |
| All | -8.8% | +12.8% | -21.6% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling