+283.9%
TJX vs FICO
+669.4%
-385.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.5% | -3.5% |
| 7D | -4.0% | -10.6% | +6.6% | -1.8% |
| 30D | -20.3% | -6.3% | -14.0% | -19.7% |
| 3M | -23.3% | -19.7% | -3.5% | -20.2% |
| 6M | -19.7% | -31.8% | +12.0% | -14.2% |
| YTD | -17.1% | -41.8% | +24.7% | -7.8% |
| 1Y | -8.8% | -36.4% | +27.6% | -2.5% |
| 3Y | +43.4% | +9.3% | +34.1% | +20.4% |
| 5Y | +95.2% | +113.0% | -17.8% | +22.6% |
| All | +283.9% | +669.4% | -385.5% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling