+53.3%
TJX vs FICO
-27.8%
+81.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -0.3% | +2.2% | -2.6% | -0.4% |
| 30D | -5.6% | +0.1% | -5.7% | -5.6% |
| 3M | -12.3% | -35.2% | +22.8% | -10.6% |
| 6M | -7.7% | -32.4% | +24.7% | -6.4% |
| YTD | -11.4% | -57.4% | +46.0% | -6.9% |
| 1Y | -7.0% | -58.5% | +51.5% | -2.1% |
| 3Y | +53.3% | -28.9% | +82.1% | +41.9% |
| All | +53.3% | -27.8% | +81.1% | +41.9% |
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