+115.8%
FCX vs TJX
+95.5%
+20.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.3% | -4.6% | +2.3% | -0.5% |
| 30D | +2.7% | -17.2% | +19.8% | +10.7% |
| 3M | +7.4% | -24.9% | +32.3% | +20.5% |
| 6M | +16.0% | -19.7% | +35.7% | +25.9% |
| YTD | +40.9% | -17.2% | +58.1% | +50.1% |
| 1Y | +56.4% | -9.4% | +65.9% | +58.6% |
| 3Y | +84.2% | +43.1% | +41.1% | +45.2% |
| All | +115.8% | +95.5% | +20.3% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling