+95.5%
AMD vs TJX
+4.8%
+90.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | +3.0% |
| 7D | -15.5% | +4.6% | -20.1% | -14.0% |
| 30D | -22.6% | +7.7% | -30.3% | -20.7% |
| 3M | -5.7% | -7.8% | +2.1% | -10.0% |
| 6M | +43.1% | -5.8% | +48.9% | +36.7% |
| YTD | +128.2% | -4.9% | +133.1% | +124.1% |
| 1Y | +95.5% | +3.2% | +92.3% | +96.9% |
| All | +95.5% | +4.8% | +90.7% | +96.9% |
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