+992.2%
FCX vs TJX
+42,209.0%
-41,216.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.7% |
| 7D | -1.9% | -4.4% | +2.5% | -0.3% |
| 30D | +3.4% | -18.6% | +22.0% | +11.4% |
| 3M | +15.0% | -24.4% | +39.3% | +27.0% |
| 6M | +14.6% | -20.2% | +34.9% | +23.9% |
| YTD | +41.2% | -16.9% | +58.1% | +49.7% |
| 1Y | +60.4% | -8.5% | +68.9% | +63.4% |
| 3Y | +88.4% | +43.7% | +44.7% | +60.5% |
| 5Y | +115.0% | +97.3% | +17.7% | +61.0% |
| 10Y | +669.9% | +289.0% | +380.9% | +365.5% |
| All | +992.2% | +42,209.0% | -41,216.8% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling