+48.5%
AMZN vs TJX
+95.5%
-46.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.1% |
| 7D | -0.7% | -4.6% | +3.9% | +1.8% |
| 30D | -3.9% | -17.2% | +13.2% | +6.0% |
| 3M | +6.3% | -24.9% | +31.2% | +23.3% |
| 6M | +20.8% | -19.7% | +40.4% | +34.2% |
| YTD | +11.2% | -17.2% | +28.4% | +21.2% |
| 1Y | +11.7% | -9.4% | +21.1% | +14.6% |
| 3Y | +79.4% | +43.1% | +36.4% | +36.1% |
| All | +48.5% | +95.5% | -46.9% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling