+97.2%
TJX vs FXI
-6.5%
+103.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -4.6% | -3.9% | -0.7% | -4.1% |
| 30D | -17.2% | -2.1% | -15.1% | -16.9% |
| 3M | -24.9% | -0.5% | -24.4% | -24.9% |
| 6M | -19.7% | -4.5% | -15.1% | -19.3% |
| YTD | -17.2% | -9.2% | -8.0% | -16.3% |
| 1Y | -9.4% | -13.8% | +4.4% | -7.9% |
| 3Y | +43.1% | +36.6% | +6.5% | +34.5% |
| All | +97.2% | -6.5% | +103.7% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling