+57.1%
TJX vs FN
+112.9%
-55.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.9% | -9.8% | +2.0% |
| 7D | -2.0% | +16.3% | -18.3% | -2.2% |
| 30D | -0.5% | -24.7% | +24.3% | +0.1% |
| 3M | -14.1% | -34.9% | +20.8% | -13.5% |
| 6M | -9.4% | -41.1% | +31.7% | -8.6% |
| YTD | -9.2% | -19.6% | +10.4% | -10.1% |
| 1Y | -3.3% | -18.5% | +15.2% | -4.4% |
| 3Y | +57.1% | +119.1% | -62.0% | +36.1% |
| All | +57.1% | +112.9% | -55.7% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling