-9.4%
TJX vs FIX
+121.9%
-131.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.3% | -6.6% | -0.1% |
| 7D | -4.6% | +5.0% | -9.6% | -4.4% |
| 30D | -17.2% | -2.7% | -14.5% | -17.2% |
| 3M | -24.9% | -8.2% | -16.7% | -24.9% |
| 6M | -19.7% | +20.3% | -39.9% | -20.3% |
| YTD | -17.2% | +81.4% | -98.6% | -17.1% |
| 1Y | -9.4% | +121.5% | -130.9% | -9.9% |
| All | -9.4% | +121.9% | -131.3% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling