-9.4%
TJX vs FITB
+24.3%
-33.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | -17.2% | -5.7% | -11.5% | -16.1% |
| 3M | -24.9% | +3.2% | -28.1% | -25.5% |
| 6M | -19.7% | +23.4% | -43.1% | -23.3% |
| YTD | -17.2% | +18.8% | -36.0% | -21.3% |
| 1Y | -9.4% | +25.0% | -34.4% | -16.7% |
| All | -9.4% | +24.3% | -33.7% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling