-5.2%
TJX vs FOXA
+9.1%
-14.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.2% |
| 7D | -2.2% | -4.0% | +1.7% | -2.0% |
| 30D | -17.1% | +12.0% | -29.1% | -17.8% |
| 3M | -16.5% | +0.3% | -16.7% | -17.0% |
| 6M | -17.8% | +12.5% | -30.3% | -19.2% |
| YTD | -13.2% | -9.6% | -3.6% | -12.3% |
| 1Y | -5.2% | +8.6% | -13.8% | -7.1% |
| All | -5.2% | +9.1% | -14.3% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling