+284.9%
TJX vs FICO
+651.8%
-367.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.8% |
| 7D | -4.4% | -14.1% | +9.8% | -1.2% |
| 30D | -18.6% | -7.5% | -11.1% | -17.7% |
| 3M | -24.4% | -21.3% | -3.1% | -21.0% |
| 6M | -20.2% | -25.2% | +5.0% | -16.7% |
| YTD | -16.9% | -43.2% | +26.2% | -7.0% |
| 1Y | -8.5% | -37.2% | +28.7% | -1.9% |
| 3Y | +43.7% | +6.8% | +37.0% | +21.4% |
| 5Y | +97.3% | +112.8% | -15.5% | +23.5% |
| All | +284.9% | +651.8% | -367.0% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FICO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling