+94.8%
TJX vs FRSH
-72.5%
+167.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.6% | -6.6% | +2.0% | -3.9% |
| 30D | -17.2% | +2.1% | -19.3% | -17.4% |
| 3M | -24.9% | +29.0% | -53.9% | -27.1% |
| 6M | -19.7% | +48.6% | -68.3% | -23.5% |
| YTD | -17.2% | -2.9% | -14.3% | -17.7% |
| 1Y | -9.4% | -7.9% | -1.5% | -9.6% |
| 3Y | +43.1% | -46.5% | +89.6% | +49.1% |
| All | +94.8% | -72.5% | +167.3% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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