-9.4%
TJX vs GFS
+47.5%
-57.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.3% |
| 7D | -4.6% | +3.8% | -8.4% | -4.5% |
| 30D | -17.2% | -11.7% | -5.4% | -17.4% |
| 3M | -24.9% | -41.8% | +16.9% | -25.3% |
| 6M | -19.7% | +6.6% | -26.3% | -21.1% |
| YTD | -17.2% | +34.6% | -51.8% | -19.2% |
| 1Y | -9.4% | +46.2% | -55.6% | -12.4% |
| All | -9.4% | +47.5% | -57.0% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling