+106.0%
TJX vs FGI
-70.4%
+176.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | -0.1% |
| 7D | -2.2% | +0.5% | -2.8% | -2.3% |
| 30D | -17.1% | +65.4% | -82.5% | -17.5% |
| 3M | -16.5% | +23.5% | -40.0% | -16.7% |
| 6M | -17.8% | +60.5% | -78.3% | -18.2% |
| YTD | -13.2% | +30.0% | -43.2% | -13.6% |
| 1Y | -5.2% | +82.1% | -87.3% | -5.5% |
| 3Y | +48.2% | -4.4% | +52.6% | +48.7% |
| All | +106.0% | -70.4% | +176.3% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling