+279.8%
TJX vs FTV
+87.0%
+192.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.6% |
| 7D | -4.0% | -1.3% | -2.7% | -3.4% |
| 30D | -20.3% | -9.5% | -10.8% | -16.5% |
| 3M | -23.3% | -10.9% | -12.4% | -19.4% |
| 6M | -19.7% | -0.6% | -19.1% | -20.3% |
| YTD | -17.1% | +1.4% | -18.6% | -19.2% |
| 1Y | -8.8% | +17.6% | -26.4% | -17.8% |
| 3Y | +43.4% | -3.3% | +46.6% | +38.9% |
| 5Y | +95.2% | -0.1% | +95.4% | +82.4% |
| 10Y | +288.1% | +82.5% | +205.6% | +175.1% |
| All | +279.8% | +87.0% | +192.9% | +168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling