+57.1%
TJX vs FICO
-19.7%
+76.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +2.0% |
| 7D | -2.0% | -0.1% | -2.0% | -2.0% |
| 30D | -0.5% | +8.4% | -8.9% | -0.9% |
| 3M | -14.1% | -30.5% | +16.4% | -12.9% |
| 6M | -9.4% | -35.7% | +26.4% | -7.7% |
| YTD | -9.2% | -57.2% | +47.9% | -4.7% |
| 1Y | -3.3% | -58.4% | +55.1% | +1.8% |
| 3Y | +57.1% | -24.8% | +82.0% | +46.2% |
| All | +57.1% | -19.7% | +76.8% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling