-5.2%
TJX vs TFC
+15.4%
-20.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.2% | +2.4% | -4.7% | -2.8% |
| 30D | -17.1% | -1.3% | -15.8% | -16.9% |
| 3M | -16.5% | +6.1% | -22.5% | -17.8% |
| 6M | -17.8% | +7.3% | -25.1% | -19.9% |
| YTD | -13.2% | +8.2% | -21.4% | -16.2% |
| 1Y | -5.2% | +14.4% | -19.6% | -10.1% |
| All | -5.2% | +15.4% | -20.6% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling