+17,020.5%
TJX vs FDS
+9,090.7%
+7,929.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -1.3% |
| 7D | -3.3% | -5.4% | +2.1% | -1.9% |
| 30D | -19.9% | +1.6% | -21.4% | -20.3% |
| 3M | -19.0% | +17.7% | -36.8% | -23.1% |
| 6M | -18.6% | +29.1% | -47.6% | -25.3% |
| YTD | -15.3% | +1.0% | -16.3% | -17.7% |
| 1Y | -7.3% | -21.6% | +14.3% | -4.1% |
| 3Y | +46.6% | -30.1% | +76.7% | +55.4% |
| 5Y | +98.5% | -20.7% | +119.2% | +101.5% |
| 10Y | +289.1% | +78.3% | +210.8% | +213.5% |
| All | +17,020.5% | +9,090.7% | +7,929.9% | +6,086.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling