+43,572.7%
TJX vs IFF
+825.7%
+42,747.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -4.6% | -3.2% | -1.4% | -3.4% |
| 30D | -17.2% | -0.3% | -16.9% | -17.2% |
| 3M | -24.9% | +8.4% | -33.3% | -27.5% |
| 6M | -19.7% | +23.0% | -42.7% | -26.8% |
| YTD | -17.2% | +25.5% | -42.7% | -25.4% |
| 1Y | -9.4% | +29.1% | -38.5% | -19.5% |
| 3Y | +43.1% | +31.7% | +11.4% | +22.2% |
| 5Y | +96.7% | -35.2% | +131.9% | +113.2% |
| 10Y | +287.7% | -20.7% | +308.5% | +267.6% |
| All | +43,572.7% | +825.7% | +42,747.0% | +13,199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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