+283.6%
TJX vs FXI
+17.1%
+266.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -4.6% | -3.9% | -0.7% | -3.6% |
| 30D | -17.2% | -2.1% | -15.1% | -16.7% |
| 3M | -24.9% | -0.5% | -24.4% | -24.9% |
| 6M | -19.7% | -4.5% | -15.1% | -18.9% |
| YTD | -17.2% | -9.2% | -8.0% | -15.5% |
| 1Y | -9.4% | -13.8% | +4.4% | -6.5% |
| 3Y | +43.1% | +36.6% | +6.5% | +26.6% |
| 5Y | +96.7% | -6.7% | +103.4% | +96.2% |
| All | +283.6% | +17.1% | +266.6% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 10y: compounded portfolio wealth divided by compounded FXI 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…
10y analysis · Full analysis span regression · 6 months rolling