+283.6%
TJX vs GFI
+1,066.8%
-783.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | -4.6% | -4.9% | +0.3% | -4.6% |
| 30D | -17.2% | +10.7% | -27.9% | -17.2% |
| 3M | -24.9% | +25.6% | -50.5% | -25.0% |
| 6M | -19.7% | -8.3% | -11.4% | -19.7% |
| YTD | -17.2% | +6.3% | -23.5% | -17.3% |
| 1Y | -9.4% | +22.1% | -31.5% | -9.6% |
| 3Y | +43.1% | +289.2% | -246.1% | +41.7% |
| 5Y | +96.7% | +531.7% | -435.0% | +94.2% |
| All | +283.6% | +1,066.8% | -783.2% | +302.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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