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  • TJX vs FDS✓SelectedUSD · FDSTJX vs FDS performance historyLatest closeAs of-2.39%09/08
Stock and ETF performance explorer

TJX vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+17,020.5%
FDS return
+9,090.7%
Excess return
+7,929.9%
Maximum drawdown
-60.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
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