+97.2%
TJX vs FWONK
+97.7%
-0.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -17.2% | -7.7% | -9.4% | -15.8% |
| 3M | -24.9% | +5.7% | -30.6% | -26.0% |
| 6M | -19.7% | +13.5% | -33.1% | -22.2% |
| YTD | -17.2% | -3.0% | -14.2% | -17.0% |
| 1Y | -9.4% | -6.4% | -3.0% | -8.6% |
| 3Y | +43.1% | +43.8% | -0.8% | +27.7% |
| All | +97.2% | +97.7% | -0.5% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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