-9.4%
TJX vs FIGR
-3.1%
-6.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.4% |
| 7D | -4.6% | -3.0% | -1.6% | -4.6% |
| 30D | -17.2% | +13.7% | -30.8% | -17.0% |
| 3M | -24.9% | +23.9% | -48.8% | -24.7% |
| 6M | -19.7% | -8.4% | -11.2% | -19.8% |
| YTD | -17.2% | -14.6% | -2.6% | -16.5% |
| 1Y | -9.4% | +12.1% | -21.5% | -8.0% |
| All | -9.4% | -3.1% | -6.3% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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