+98.5%
TJX vs FIX
+2,166.5%
-2,068.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.6% |
| 7D | -3.3% | +6.1% | -9.3% | -3.9% |
| 30D | -19.9% | -2.7% | -17.2% | -19.7% |
| 3M | -19.0% | -10.9% | -8.1% | -18.6% |
| 6M | -18.6% | +29.0% | -47.6% | -22.6% |
| YTD | -15.3% | +76.9% | -92.2% | -23.4% |
| 1Y | -7.3% | +130.7% | -138.1% | -20.4% |
| 3Y | +46.6% | +790.7% | -744.1% | -15.0% |
| 5Y | +98.5% | +2,185.6% | -2,087.1% | -22.9% |
| All | +98.5% | +2,166.5% | -2,068.0% | -22.9% |
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 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