+114.2%
TJX vs FIX
+1,107.4%
-993.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.8% |
| 7D | -5.7% | +6.4% | -12.2% | -6.3% |
| 30D | -3.9% | -29.1% | +25.2% | -1.2% |
| 3M | -12.1% | -31.1% | +19.0% | -9.7% |
| 6M | -7.8% | -42.8% | +35.0% | -3.8% |
| YTD | -10.4% | +24.6% | -35.0% | -16.6% |
| 1Y | -5.5% | +21.9% | -27.5% | -12.1% |
| 3Y | +55.0% | +524.9% | -469.9% | -7.4% |
| 5Y | +114.2% | +1,092.2% | -978.0% | -5.8% |
| All | +114.2% | +1,107.4% | -993.2% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling