+43.1%
TJX vs FISV
-57.6%
+100.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -0.8% |
| 7D | -4.6% | -2.7% | -1.9% | -4.4% |
| 30D | -17.2% | 0.0% | -17.2% | -17.2% |
| 3M | -24.9% | -2.8% | -22.1% | -24.8% |
| 6M | -19.7% | -11.8% | -7.8% | -19.2% |
| YTD | -17.2% | -23.2% | +6.0% | -15.9% |
| 1Y | -9.4% | -62.0% | +52.6% | -3.4% |
| 3Y | +43.1% | -57.6% | +100.7% | +37.0% |
| All | +43.1% | -57.6% | +100.7% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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