+7,765.4%
AMD vs TJX
+309.3%
+7,456.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.2% | -7.6% | -8.2% |
| 7D | +18.9% | -0.3% | +19.3% | +19.3% |
| 30D | -6.4% | -5.6% | -0.8% | -4.0% |
| 3M | +10.6% | -12.3% | +22.9% | +17.1% |
| 6M | +19.9% | -7.7% | +27.6% | +22.3% |
| YTD | +149.4% | -11.4% | +160.8% | +157.9% |
| 1Y | +115.4% | -7.0% | +122.4% | +116.6% |
| 3Y | +357.3% | +53.3% | +304.0% | +254.8% |
| 5Y | +261.1% | +109.9% | +151.2% | +139.9% |
| All | +7,765.4% | +309.3% | +7,456.1% | +4,521.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling