+45,672.9%
TJX vs FICO
+104,095.6%
-58,422.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.7% | +16.6% | +2.5% |
| 7D | -2.2% | -19.2% | +16.9% | +0.7% |
| 30D | -17.1% | -14.6% | -2.6% | -15.5% |
| 3M | -16.5% | -20.1% | +3.6% | -14.3% |
| 6M | -17.8% | -36.3% | +18.5% | -13.4% |
| YTD | -13.2% | -44.9% | +31.6% | -6.8% |
| 1Y | -5.2% | -38.6% | +33.4% | -0.6% |
| 3Y | +48.2% | +4.0% | +44.3% | +40.0% |
| 5Y | +99.8% | +99.5% | +0.3% | +67.2% |
| 10Y | +291.1% | +604.7% | -313.6% | +171.1% |
| All | +45,672.9% | +104,095.6% | -58,422.7% | +21,461.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling