+228.1%
AMAT vs TJX
+46.3%
+181.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.4% |
| 7D | +7.0% | -3.3% | +10.3% | +7.6% |
| 30D | -12.2% | -19.9% | +7.6% | -8.6% |
| 3M | -3.8% | -19.0% | +15.2% | -0.8% |
| 6M | +45.9% | -18.6% | +64.5% | +50.0% |
| YTD | +84.6% | -15.3% | +99.9% | +86.2% |
| 1Y | +193.4% | -7.3% | +200.7% | +181.0% |
| 3Y | +228.1% | +46.6% | +181.5% | +143.1% |
| All | +228.1% | +46.3% | +181.8% | +143.1% |
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