+4,197.6%
TJX vs FTI
+2,107.5%
+2,090.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | -4.0% | -2.3% | -1.6% | -3.5% |
| 30D | -20.3% | +5.0% | -25.4% | -21.2% |
| 3M | -23.3% | +13.8% | -37.1% | -25.6% |
| 6M | -19.7% | +22.9% | -42.6% | -23.7% |
| YTD | -17.1% | +75.0% | -92.1% | -26.9% |
| 1Y | -8.8% | +96.9% | -105.7% | -21.7% |
| 3Y | +43.4% | +276.7% | -233.3% | +4.2% |
| 5Y | +95.2% | +1,157.0% | -1,061.8% | +3.8% |
| 10Y | +288.1% | +310.7% | -22.6% | +130.1% |
| All | +4,197.6% | +2,107.5% | +2,090.1% | +1,197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling