+349.8%
TJX vs FTAI
+2,361.6%
-2,011.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.6% |
| 7D | -4.4% | -9.7% | +5.3% | -3.1% |
| 30D | -18.6% | -20.0% | +1.4% | -16.3% |
| 3M | -24.4% | -20.1% | -4.3% | -22.7% |
| 6M | -20.2% | -33.3% | +13.0% | -17.2% |
| YTD | -16.9% | -8.0% | -8.9% | -18.0% |
| 1Y | -8.5% | +8.0% | -16.5% | -12.4% |
| 3Y | +43.7% | +413.4% | -369.7% | -4.3% |
| 5Y | +97.3% | +858.6% | -761.2% | +12.4% |
| 10Y | +289.0% | +3,003.7% | -2,714.7% | +77.4% |
| All | +349.8% | +2,361.6% | -2,011.8% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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