+97.2%
TJX vs FND
-63.3%
+160.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -4.6% | -5.8% | +1.2% | -3.4% |
| 30D | -17.2% | -20.2% | +3.0% | -13.4% |
| 3M | -24.9% | -12.0% | -12.9% | -23.5% |
| 6M | -19.7% | -18.5% | -1.2% | -17.3% |
| YTD | -17.2% | -22.3% | +5.1% | -14.4% |
| 1Y | -9.4% | -47.6% | +38.2% | +1.4% |
| 3Y | +43.1% | -49.8% | +92.8% | +54.3% |
| All | +97.2% | -63.3% | +160.5% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 5y: compounded portfolio wealth divided by compounded FND 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…
5y analysis · Full analysis span regression · 6 months rolling