+283.6%
TJX vs TFC
+98.7%
+184.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -4.6% | -2.4% | -2.2% | -3.7% |
| 30D | -17.2% | -3.4% | -13.8% | -16.1% |
| 3M | -24.9% | +0.4% | -25.3% | -25.3% |
| 6M | -19.7% | +12.7% | -32.3% | -23.6% |
| YTD | -17.2% | +5.6% | -22.8% | -19.6% |
| 1Y | -9.4% | +16.0% | -25.4% | -15.4% |
| 3Y | +43.1% | +94.0% | -50.9% | +3.9% |
| 5Y | +96.7% | +16.2% | +80.6% | +73.3% |
| All | +283.6% | +98.7% | +184.9% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling