+284.9%
TJX vs FIX
+5,963.7%
-5,678.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | -4.4% | +0.7% | -5.0% | -4.5% |
| 30D | -18.6% | -5.7% | -12.9% | -17.8% |
| 3M | -24.4% | -7.4% | -16.9% | -24.4% |
| 6M | -20.2% | +15.1% | -35.3% | -25.2% |
| YTD | -16.9% | +70.7% | -87.6% | -30.2% |
| 1Y | -8.5% | +111.9% | -120.5% | -28.5% |
| 3Y | +43.7% | +759.5% | -715.8% | -34.8% |
| 5Y | +97.3% | +2,164.4% | -2,067.0% | -39.7% |
| All | +284.9% | +5,963.7% | -5,678.9% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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