-5.5%
TJX vs FN
-24.2%
+18.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -1.0% |
| 7D | -0.5% | -4.1% | +3.6% | -0.6% |
| 30D | -1.3% | -28.3% | +27.0% | -1.6% |
| 3M | -13.5% | -33.9% | +20.4% | -13.9% |
| 6M | -10.1% | -43.9% | +33.8% | -10.5% |
| YTD | -10.0% | -23.4% | +13.4% | -10.8% |
| 1Y | -5.5% | -25.4% | +19.9% | -6.2% |
| All | -5.5% | -24.2% | +18.7% | -6.2% |
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