+113.5%
TJX vs FGI
-70.0%
+183.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | -0.5% | -4.1% | +3.6% | -0.5% |
| 30D | -1.3% | -3.4% | +2.0% | -1.3% |
| 3M | -13.5% | +61.8% | -75.3% | -13.9% |
| 6M | -10.1% | +17.0% | -27.2% | -10.5% |
| YTD | -10.0% | +31.4% | -41.4% | -10.5% |
| 1Y | -5.5% | +42.7% | -48.2% | -6.0% |
| 3Y | +55.5% | -0.1% | +55.7% | +55.8% |
| All | +113.5% | -70.0% | +183.6% | +114.5% |
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