+283.6%
TJX vs FDS
+64.8%
+218.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -4.6% | -14.0% | +9.4% | 0.0% |
| 30D | -17.2% | -6.2% | -10.9% | -15.8% |
| 3M | -24.9% | +10.2% | -35.1% | -28.0% |
| 6M | -19.7% | +27.4% | -47.1% | -27.9% |
| YTD | -17.2% | -9.3% | -7.9% | -16.6% |
| 1Y | -9.4% | -28.6% | +19.2% | -0.6% |
| 3Y | +43.1% | -36.8% | +79.9% | +62.3% |
| 5Y | +96.7% | -28.6% | +125.3% | +107.8% |
| All | +283.6% | +64.8% | +218.8% | +182.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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