+188.9%
AMAT vs TJX
-4.4%
+193.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -1.5% | -2.2% | +0.7% | -2.4% |
| 30D | -14.8% | -17.1% | +2.4% | -21.5% |
| 3M | -9.3% | -16.5% | +7.2% | -15.9% |
| 6M | +27.4% | -17.8% | +45.2% | +17.0% |
| YTD | +77.6% | -13.2% | +90.8% | +69.0% |
| 1Y | +188.9% | -5.2% | +194.1% | +186.4% |
| All | +188.9% | -4.4% | +193.4% | +186.4% |
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