+60.3%
FCX vs TJX
+4.8%
+55.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.2% | -3.8% | +1.9% |
| 7D | -6.0% | +4.6% | -10.6% | -5.5% |
| 30D | -13.6% | +7.7% | -21.3% | -12.9% |
| 3M | -6.8% | -7.8% | +1.0% | -7.1% |
| 6M | +13.2% | -5.8% | +19.0% | +12.2% |
| YTD | +24.4% | -4.9% | +29.3% | +27.3% |
| 1Y | +60.3% | +3.2% | +57.1% | +61.8% |
| All | +60.3% | +4.8% | +55.5% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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