+373.4%
AMD vs TJX
+55.2%
+318.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.4% |
| 7D | +13.1% | -5.7% | +18.9% | +14.9% |
| 30D | -7.0% | -3.9% | -3.1% | -6.1% |
| 3M | +16.6% | -12.1% | +28.7% | +19.9% |
| 6M | +20.5% | -7.8% | +28.3% | +20.0% |
| YTD | +158.2% | -10.4% | +168.5% | +158.6% |
| 1Y | +132.8% | -5.5% | +138.3% | +125.1% |
| All | +373.4% | +55.2% | +318.2% | +222.9% |
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 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