+11,331.8%
TJX vs FIX
+12,471.5%
-1,139.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | -2.2% | +6.0% | -8.3% | -3.2% |
| 30D | -17.1% | -7.2% | -9.9% | -16.3% |
| 3M | -16.5% | -15.9% | -0.6% | -15.0% |
| 6M | -17.8% | +12.7% | -30.5% | -21.2% |
| YTD | -13.2% | +72.8% | -86.0% | -23.3% |
| 1Y | -5.2% | +122.9% | -128.1% | -20.8% |
| 3Y | +48.2% | +774.3% | -726.1% | -9.1% |
| 5Y | +99.8% | +2,049.5% | -1,949.7% | +2.1% |
| 10Y | +291.1% | +5,821.5% | -5,530.3% | +63.3% |
| All | +11,331.8% | +12,471.5% | -1,139.7% | +3,634.0% |
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