+97.3%
TJX vs FDS
-28.1%
+125.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.1% | +1.4% |
| 7D | -4.4% | -16.0% | +11.6% | -1.0% |
| 30D | -18.6% | -6.7% | -11.8% | -17.6% |
| 3M | -24.4% | +6.0% | -30.3% | -25.8% |
| 6M | -20.2% | +25.1% | -45.3% | -25.3% |
| YTD | -16.9% | -8.1% | -8.8% | -15.7% |
| 1Y | -8.5% | -26.0% | +17.5% | -1.1% |
| 3Y | +43.7% | -36.4% | +80.1% | +61.5% |
| 5Y | +97.3% | -27.7% | +125.1% | +127.8% |
| All | +97.3% | -28.1% | +125.4% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling