+1,416.9%
TJX vs FN
+3,620.5%
-2,203.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.4% |
| 7D | -2.2% | -1.7% | -0.6% | -2.1% |
| 30D | -17.1% | -22.0% | +4.8% | -15.2% |
| 3M | -16.5% | -43.0% | +26.5% | -12.1% |
| 6M | -17.8% | -27.7% | +9.9% | -16.8% |
| YTD | -13.2% | -10.5% | -2.7% | -15.1% |
| 1Y | -5.2% | +12.5% | -17.7% | -10.6% |
| 3Y | +48.2% | +153.8% | -105.6% | +19.4% |
| 5Y | +99.8% | +288.0% | -188.2% | +47.7% |
| 10Y | +291.1% | +906.4% | -615.3% | +149.6% |
| All | +1,416.9% | +3,620.5% | -2,203.7% | +712.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling