-5.2%
TJX vs FTI
+108.8%
-114.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -2.2% | +5.3% | -7.5% | -2.0% |
| 30D | -17.1% | +15.3% | -32.5% | -16.4% |
| 3M | -16.5% | +15.8% | -32.2% | -15.6% |
| 6M | -17.8% | +22.6% | -40.4% | -17.4% |
| YTD | -13.2% | +79.5% | -92.8% | -14.2% |
| 1Y | -5.2% | +102.0% | -107.2% | -5.7% |
| All | -5.2% | +108.8% | -114.0% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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