+168.1%
TJX vs FOXA
+92.4%
+75.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | -4.6% | +0.8% | -5.4% | -4.8% |
| 30D | -17.2% | +5.0% | -22.2% | -18.6% |
| 3M | -24.9% | -3.0% | -21.9% | -24.9% |
| 6M | -19.7% | +14.8% | -34.4% | -24.8% |
| YTD | -17.2% | -8.9% | -8.3% | -16.1% |
| 1Y | -9.4% | +13.3% | -22.8% | -15.6% |
| 3Y | +43.1% | +115.4% | -72.3% | +1.1% |
| 5Y | +96.7% | +95.3% | +1.4% | +41.5% |
| All | +168.1% | +92.4% | +75.7% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling