+61.4%
AMAT vs TJX
+4.8%
+56.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.2% | -8.5% | -1.2% |
| 7D | -11.2% | +4.6% | -15.8% | -9.5% |
| 30D | -31.9% | +7.7% | -39.6% | -30.0% |
| 3M | -32.3% | -7.8% | -24.5% | -35.4% |
| 6M | -5.4% | -5.8% | +0.4% | -10.6% |
| YTD | +44.3% | -4.9% | +49.1% | +41.7% |
| 1Y | +61.4% | +3.2% | +58.2% | +56.8% |
| All | +61.4% | +4.8% | +56.6% | +56.8% |
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