+43.2%
TJX vs FIX
+764.7%
-721.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.1% |
| 7D | -4.0% | +3.5% | -7.5% | -4.1% |
| 30D | -20.3% | -3.5% | -16.8% | -20.3% |
| 3M | -23.3% | -11.8% | -11.5% | -23.1% |
| 6M | -19.7% | +17.8% | -37.5% | -21.2% |
| YTD | -17.1% | +73.3% | -90.4% | -20.8% |
| 1Y | -8.8% | +128.1% | -136.9% | -14.9% |
| All | +43.2% | +764.7% | -721.5% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling