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  • TJX vs FICO✓SelectedUSD · FICOTJX vs FICO performance historyLatest closeAs of+0.24%09/10
Stock and ETF performance explorer

TJX vs FICO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+284.9%
FICO return
+651.8%
Excess return
-367.0%
Maximum drawdown
-42.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-10 to 2026-09-10.

Portfolio and benchmark returns by period
PeriodPortfolioFICOExcessAlpha
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