+8,589.1%
AMD vs TJX
+287.7%
+8,301.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +8.1% | -4.6% | +12.7% | +10.3% |
| 30D | +6.9% | -17.2% | +24.0% | +16.3% |
| 3M | +5.7% | -24.9% | +30.6% | +19.4% |
| 6M | +152.0% | -19.7% | +171.6% | +174.6% |
| YTD | +141.0% | -17.2% | +158.2% | +157.5% |
| 1Y | +231.6% | -9.4% | +241.0% | +237.0% |
| 3Y | +390.1% | +43.1% | +347.0% | +293.5% |
| 5Y | +390.6% | +96.7% | +293.9% | +235.8% |
| All | +8,589.1% | +287.7% | +8,301.3% | +5,098.1% |
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 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