+11,709.1%
TJX vs FIX
+8,968.5%
+2,740.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -1.2% |
| 7D | -5.7% | +6.4% | -12.2% | -6.9% |
| 30D | -3.9% | -29.1% | +25.2% | +0.9% |
| 3M | -12.1% | -31.1% | +19.0% | -7.7% |
| 6M | -7.8% | -42.8% | +35.0% | -1.2% |
| YTD | -10.4% | +24.6% | -35.0% | -17.3% |
| 1Y | -5.5% | +21.9% | -27.5% | -12.9% |
| 3Y | +55.0% | +524.9% | -469.9% | -0.3% |
| 5Y | +114.2% | +1,092.2% | -978.0% | +20.1% |
| 10Y | +314.8% | +3,759.0% | -3,444.2% | +84.0% |
| All | +11,709.1% | +8,968.5% | +2,740.6% | +3,925.2% |
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