+1,607.1%
AMAT vs TJX
+289.0%
+1,318.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +4.2% | -4.4% | +8.5% | +6.6% |
| 30D | -13.5% | -18.6% | +5.0% | -3.4% |
| 3M | -8.6% | -24.4% | +15.8% | +5.0% |
| 6M | +31.6% | -20.2% | +51.8% | +46.1% |
| YTD | +77.3% | -16.9% | +94.2% | +91.2% |
| 1Y | +179.4% | -8.5% | +187.9% | +183.1% |
| 3Y | +215.0% | +43.7% | +171.3% | +139.9% |
| 5Y | +245.8% | +97.3% | +148.5% | +115.3% |
| All | +1,607.1% | +289.0% | +1,318.1% | +704.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling