+283.6%
TJX vs FIS
-39.8%
+323.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -4.6% | -7.9% | +3.3% | -1.9% |
| 30D | -17.2% | -8.0% | -9.2% | -14.9% |
| 3M | -24.9% | +0.6% | -25.5% | -25.4% |
| 6M | -19.7% | -22.2% | +2.5% | -13.3% |
| YTD | -17.2% | -40.8% | +23.6% | -1.7% |
| 1Y | -9.4% | -41.5% | +32.1% | +7.8% |
| 3Y | +43.1% | -25.5% | +68.6% | +49.6% |
| 5Y | +96.7% | -64.8% | +161.5% | +178.0% |
| All | +283.6% | -39.8% | +323.4% | +362.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling