+97.2%
TJX vs GFI
+538.3%
-441.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -4.6% | -2.7% | -1.9% | -4.6% |
| 30D | -17.2% | +13.2% | -30.4% | -17.3% |
| 3M | -24.9% | +28.5% | -53.4% | -25.2% |
| 6M | -19.7% | -6.2% | -13.5% | -19.6% |
| YTD | -17.2% | +8.7% | -25.9% | -17.5% |
| 1Y | -9.4% | +24.8% | -34.3% | -10.1% |
| 3Y | +43.1% | +298.0% | -254.9% | +38.1% |
| All | +97.2% | +538.3% | -441.1% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling