+3.2%
TJX vs FIS
-50.5%
+53.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -23.7% | +28.9% | +5.5% |
| 7D | +4.6% | -18.4% | +23.0% | +4.1% |
| 30D | +7.7% | -11.4% | +19.1% | +6.2% |
| 3M | -7.8% | -32.0% | +24.2% | -6.5% |
| 6M | -5.8% | -35.6% | +29.8% | -4.6% |
| YTD | -4.9% | -53.8% | +48.9% | +3.2% |
| 1Y | +3.2% | -51.1% | +54.2% | +10.0% |
| All | +3.2% | -50.5% | +53.7% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling