+43,607.4%
TJX vs TFC
+2,518.2%
+41,089.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -4.0% | -1.3% | -2.7% | -3.5% |
| 30D | -20.3% | -2.3% | -18.0% | -19.7% |
| 3M | -23.3% | +2.5% | -25.7% | -24.1% |
| 6M | -19.7% | +9.5% | -29.2% | -22.4% |
| YTD | -17.1% | +5.1% | -22.2% | -19.0% |
| 1Y | -8.8% | +15.5% | -24.3% | -13.8% |
| 3Y | +43.4% | +95.2% | -51.8% | +9.9% |
| 5Y | +95.2% | +14.5% | +80.7% | +74.4% |
| 10Y | +288.1% | +97.2% | +190.9% | +176.9% |
| All | +43,607.4% | +2,518.2% | +41,089.3% | +18,053.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling