+97.2%
TJX vs FTV
-2.3%
+99.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -4.6% | -4.0% | -0.6% | -3.1% |
| 30D | -17.2% | -11.0% | -6.1% | -13.5% |
| 3M | -24.9% | -8.4% | -16.5% | -22.8% |
| 6M | -19.7% | -2.6% | -17.1% | -19.5% |
| YTD | -17.2% | -0.6% | -16.6% | -18.3% |
| 1Y | -9.4% | +11.0% | -20.4% | -14.9% |
| 3Y | +43.1% | -6.3% | +49.4% | +42.2% |
| All | +97.2% | -2.3% | +99.5% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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