+283.6%
TJX vs FITB
+290.8%
-7.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | -17.2% | -5.7% | -11.5% | -15.3% |
| 3M | -24.9% | +3.2% | -28.1% | -26.0% |
| 6M | -19.7% | +23.4% | -43.1% | -26.1% |
| YTD | -17.2% | +18.8% | -36.0% | -23.2% |
| 1Y | -9.4% | +25.0% | -34.4% | -17.8% |
| 3Y | +43.1% | +131.2% | -88.1% | -2.0% |
| 5Y | +96.7% | +70.7% | +26.0% | +47.9% |
| All | +283.6% | +290.8% | -7.2% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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