+11,710.9%
TJX vs FIX
+8,714.3%
+2,996.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.5% |
| 7D | -1.5% | +17.0% | -18.5% | -4.2% |
| 30D | -3.6% | -30.6% | +27.0% | +1.5% |
| 3M | -10.3% | -35.0% | +24.7% | -4.9% |
| 6M | -8.6% | -44.0% | +35.4% | -1.7% |
| YTD | -10.3% | +21.1% | -31.5% | -16.9% |
| 1Y | -6.4% | +16.3% | -22.7% | -13.0% |
| 3Y | +55.0% | +507.4% | -452.4% | +0.2% |
| 5Y | +112.4% | +1,052.1% | -939.6% | +19.8% |
| 10Y | +314.9% | +3,650.8% | -3,336.0% | +84.9% |
| All | +11,710.9% | +8,714.3% | +2,996.6% | +3,944.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling