+97.2%
TJX vs FTI
+1,066.8%
-969.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -4.6% | -4.4% | -0.2% | -4.2% |
| 30D | -17.2% | +1.5% | -18.6% | -17.3% |
| 3M | -24.9% | +8.2% | -33.1% | -25.6% |
| 6M | -19.7% | +18.8% | -38.5% | -21.4% |
| YTD | -17.2% | +71.7% | -88.9% | -22.5% |
| 1Y | -9.4% | +90.0% | -99.5% | -16.3% |
| 3Y | +43.1% | +270.5% | -227.4% | +19.9% |
| All | +97.2% | +1,066.8% | -969.6% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling