+394.8%
AMD vs TJX
+42.8%
+352.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +3.6% |
| 7D | +14.0% | -4.0% | +18.0% | +15.1% |
| 30D | +11.0% | -20.3% | +31.3% | +17.9% |
| 3M | +9.6% | -23.3% | +32.8% | +17.8% |
| 6M | +157.1% | -19.7% | +176.8% | +169.3% |
| YTD | +143.3% | -17.1% | +160.5% | +149.8% |
| 1Y | +234.4% | -8.8% | +243.2% | +220.6% |
| All | +394.8% | +42.8% | +352.0% | +240.0% |
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