+97.2%
TJX vs FCUV
-99.8%
+197.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.3% |
| 7D | -4.6% | -66.5% | +61.9% | -4.5% |
| 30D | -17.2% | +5.0% | -22.1% | -17.2% |
| 3M | -24.9% | +63.8% | -88.7% | -25.2% |
| 6M | -19.7% | -67.8% | +48.2% | -19.0% |
| YTD | -17.2% | -82.4% | +65.2% | -16.1% |
| 1Y | -9.4% | -94.7% | +85.3% | -7.2% |
| 3Y | +43.1% | -99.3% | +142.3% | +50.8% |
| All | +97.2% | -99.8% | +197.0% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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