+4,041.6%
TJX vs FIS
+331.2%
+3,710.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.3% | -1.0% |
| 7D | -4.0% | -9.1% | +5.1% | -0.9% |
| 30D | -20.3% | -10.4% | -9.9% | -17.5% |
| 3M | -23.3% | -3.7% | -19.6% | -22.6% |
| 6M | -19.7% | -24.8% | +5.0% | -12.7% |
| YTD | -17.1% | -41.6% | +24.4% | -2.2% |
| 1Y | -8.8% | -42.7% | +33.9% | +8.1% |
| 3Y | +43.4% | -26.2% | +69.6% | +51.7% |
| 5Y | +95.2% | -66.1% | +161.3% | +160.5% |
| 10Y | +288.1% | -40.9% | +328.9% | +327.8% |
| All | +4,041.6% | +331.2% | +3,710.3% | +2,233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling