+112.3%
TJX vs FICO
+81.4%
+30.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.8% |
| 7D | -2.0% | -0.1% | -2.0% | -2.1% |
| 30D | -0.5% | +8.4% | -8.9% | -1.6% |
| 3M | -14.1% | -30.5% | +16.4% | -11.5% |
| 6M | -9.4% | -35.7% | +26.4% | -6.1% |
| YTD | -9.2% | -57.2% | +47.9% | -0.5% |
| 1Y | -3.3% | -58.4% | +55.1% | +6.4% |
| 3Y | +57.1% | -24.8% | +82.0% | +46.1% |
| 5Y | +112.3% | +79.3% | +33.0% | +57.7% |
| All | +112.3% | +81.4% | +30.9% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling