+108.4%
TJX vs GFS
-2.1%
+110.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.4% | +3.2% | -7.6% | -4.7% |
| 30D | -18.6% | -9.6% | -9.0% | -17.7% |
| 3M | -24.4% | -38.5% | +14.1% | -20.4% |
| 6M | -20.2% | -1.3% | -18.9% | -22.4% |
| YTD | -16.9% | +31.8% | -48.7% | -23.4% |
| 1Y | -8.5% | +44.6% | -53.1% | -17.2% |
| 3Y | +43.7% | -20.6% | +64.4% | +40.1% |
| All | +108.4% | -2.1% | +110.5% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling