+264.8%
TJX vs FND
+57.3%
+207.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -4.0% | -0.8% | -3.2% | -3.8% |
| 30D | -20.3% | -19.6% | -0.8% | -16.3% |
| 3M | -23.3% | -4.3% | -18.9% | -23.2% |
| 6M | -19.7% | -20.4% | +0.7% | -16.6% |
| YTD | -17.1% | -21.9% | +4.7% | -14.0% |
| 1Y | -8.8% | -45.2% | +36.4% | +2.5% |
| 3Y | +43.4% | -49.2% | +92.6% | +56.6% |
| 5Y | +95.2% | -61.8% | +157.0% | +118.5% |
| All | +264.8% | +57.3% | +207.5% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling