+43.1%
TJX vs GFS
-19.7%
+62.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.4% |
| 7D | -4.6% | +3.8% | -8.4% | -4.8% |
| 30D | -17.2% | -11.7% | -5.4% | -16.7% |
| 3M | -24.9% | -41.8% | +16.9% | -22.8% |
| 6M | -19.7% | +6.6% | -26.3% | -21.8% |
| YTD | -17.2% | +34.6% | -51.8% | -21.6% |
| 1Y | -9.4% | +46.2% | -55.6% | -15.3% |
| 3Y | +43.1% | -20.3% | +63.4% | +40.2% |
| All | +43.1% | -19.7% | +62.8% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling