+1,662.9%
AMAT vs TJX
+288.1%
+1,374.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | +0.4% |
| 7D | +6.9% | -4.0% | +10.9% | +9.2% |
| 30D | -10.1% | -20.3% | +10.2% | +1.6% |
| 3M | -6.0% | -23.3% | +17.3% | +7.0% |
| 6M | +38.6% | -19.7% | +58.4% | +53.4% |
| YTD | +83.1% | -17.1% | +100.2% | +97.7% |
| 1Y | +188.3% | -8.8% | +197.1% | +192.8% |
| 3Y | +225.3% | +43.4% | +181.9% | +148.1% |
| 5Y | +262.0% | +95.2% | +166.7% | +126.8% |
| All | +1,662.9% | +288.1% | +1,374.8% | +731.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling