+160.4%
AMAT vs TJX
+55.2%
+105.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +19.3% | -1.5% | +20.9% | +19.6% |
| 30D | -17.9% | -3.6% | -14.4% | -17.4% |
| 3M | -30.4% | -10.3% | -20.1% | -29.3% |
| 6M | -11.4% | -8.6% | -2.9% | -12.7% |
| YTD | +48.8% | -10.3% | +59.1% | +48.0% |
| 1Y | +66.0% | -6.4% | +72.5% | +61.5% |
| All | +160.4% | +55.2% | +105.3% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling