+107.8%
TJX vs GFS
0.0%
+107.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | -4.6% | +3.8% | -8.4% | -5.0% |
| 30D | -17.2% | -11.7% | -5.4% | -16.0% |
| 3M | -24.9% | -41.8% | +16.9% | -20.4% |
| 6M | -19.7% | +6.6% | -26.3% | -22.7% |
| YTD | -17.2% | +34.6% | -51.8% | -23.8% |
| 1Y | -9.4% | +46.2% | -55.6% | -18.1% |
| 3Y | +43.1% | -20.3% | +63.4% | +39.6% |
| All | +107.8% | 0.0% | +107.8% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling