-80.8%
FIG vs TJX
+2.7%
-83.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -12.2% | -4.4% | -7.8% | -13.2% |
| 30D | -11.0% | -18.6% | +7.6% | -15.3% |
| 3M | +11.9% | -24.4% | +36.2% | +2.4% |
| 6M | -21.9% | -20.2% | -1.7% | -26.2% |
| YTD | -40.8% | -16.9% | -23.8% | -42.4% |
| 1Y | -56.6% | -8.5% | -48.1% | -55.4% |
| All | -80.8% | +2.7% | -83.6% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling