+169.8%
AMAT vs TJX
-9.1%
+178.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.4% |
| 7D | +0.4% | -4.6% | +5.0% | -1.5% |
| 30D | -16.6% | -17.2% | +0.5% | -22.9% |
| 3M | -17.3% | -24.9% | +7.6% | -24.2% |
| 6M | +30.3% | -19.7% | +50.0% | +18.5% |
| YTD | +78.3% | -17.2% | +95.5% | +66.5% |
| 1Y | +169.8% | -9.4% | +179.2% | +161.0% |
| All | +169.8% | -9.1% | +178.9% | +161.0% |
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