+612.2%
FCX vs TJX
+287.7%
+324.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -2.3% | -4.6% | +2.3% | +0.6% |
| 30D | +2.7% | -17.2% | +19.8% | +15.5% |
| 3M | +7.4% | -24.9% | +32.3% | +28.1% |
| 6M | +16.0% | -19.7% | +35.7% | +31.6% |
| YTD | +40.9% | -17.2% | +58.1% | +55.6% |
| 1Y | +56.4% | -9.4% | +65.9% | +61.3% |
| 3Y | +84.2% | +43.1% | +41.1% | +34.6% |
| 5Y | +114.6% | +96.7% | +17.9% | +20.4% |
| All | +612.2% | +287.7% | +324.4% | +146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling