-17.9%
TJX vs FPS
+12.3%
-30.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +0.2% |
| 7D | -4.4% | -4.6% | +0.2% | -4.4% |
| 30D | -18.6% | -22.6% | +4.0% | -18.8% |
| 3M | -24.4% | -45.1% | +20.8% | -24.3% |
| 6M | -20.2% | -17.8% | -2.4% | -21.7% |
| All | -17.9% | +12.3% | -30.2% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 3y: compounded portfolio wealth divided by compounded FPS 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…
3y analysis · Full analysis span regression · 6 months rolling