-79.9%
FIG vs TJX
+2.4%
-82.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.7% |
| 7D | -3.8% | -4.6% | +0.8% | -4.9% |
| 30D | -2.3% | -17.2% | +14.8% | -6.6% |
| 3M | +20.0% | -24.9% | +44.9% | +9.5% |
| 6M | -16.7% | -19.7% | +3.0% | -20.7% |
| YTD | -37.9% | -17.2% | -20.7% | -39.7% |
| 1Y | -58.5% | -9.4% | -49.1% | -57.4% |
| All | -79.9% | +2.4% | -82.3% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 3y: compounded portfolio wealth divided by compounded TJX 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…
3y analysis · Full analysis span regression · 6 months rolling