+112,209.8%
AMAT vs TJX
+47,396.9%
+64,812.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.3% |
| 7D | +11.4% | -0.3% | +11.7% | +11.6% |
| 30D | -17.0% | -5.6% | -11.5% | -15.3% |
| 3M | -30.6% | -12.3% | -18.3% | -27.2% |
| 6M | -14.9% | -7.7% | -7.2% | -13.6% |
| YTD | +44.7% | -11.4% | +56.1% | +48.9% |
| 1Y | +66.9% | -7.0% | +73.9% | +68.4% |
| 3Y | +153.3% | +53.3% | +100.0% | +109.5% |
| 5Y | +146.2% | +109.9% | +36.3% | +80.9% |
| 10Y | +1,330.3% | +310.0% | +1,020.3% | +713.0% |
| All | +112,209.8% | +47,396.9% | +64,812.9% | +14,281.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling