+1,486.4%
TJX vs FN
+3,241.9%
-1,755.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.9% | -9.8% | +0.8% |
| 7D | -2.0% | +16.3% | -18.3% | -4.0% |
| 30D | -0.5% | -24.7% | +24.3% | +1.9% |
| 3M | -14.1% | -34.9% | +20.8% | -11.2% |
| 6M | -9.4% | -41.1% | +31.7% | -6.3% |
| YTD | -9.2% | -19.6% | +10.4% | -11.0% |
| 1Y | -3.3% | -18.5% | +15.2% | -5.8% |
| 3Y | +57.1% | +119.1% | -62.0% | +27.8% |
| 5Y | +112.3% | +206.9% | -94.6% | +60.4% |
| 10Y | +328.2% | +826.4% | -498.2% | +173.6% |
| All | +1,486.4% | +3,241.9% | -1,755.5% | +752.1% |
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 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