+101.0%
TJX vs FGI
-69.8%
+170.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.4% |
| 7D | -3.3% | +5.2% | -8.4% | -3.3% |
| 30D | -19.9% | +65.2% | -85.1% | -20.2% |
| 3M | -19.0% | +30.2% | -49.2% | -19.3% |
| 6M | -18.6% | +87.8% | -106.4% | -19.0% |
| YTD | -15.3% | +32.5% | -47.7% | -15.7% |
| 1Y | -7.3% | +93.6% | -100.9% | -7.6% |
| 3Y | +46.6% | -2.6% | +49.2% | +47.0% |
| All | +101.0% | -69.8% | +170.8% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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