+316.4%
TJX vs AMBA
-0.9%
+317.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.0% |
| 7D | -0.3% | +2.7% | -3.0% | -0.7% |
| 30D | -5.6% | -2.2% | -3.4% | -5.5% |
| 3M | -12.3% | -26.6% | +14.3% | -9.5% |
| 6M | -7.7% | -26.8% | +19.1% | -6.7% |
| YTD | -11.4% | -15.1% | +3.7% | -13.0% |
| 1Y | -7.0% | -32.3% | +25.2% | -6.3% |
| 3Y | +53.3% | +19.8% | +33.5% | +34.3% |
| 5Y | +109.9% | -69.2% | +179.2% | +115.0% |
| All | +316.4% | -0.9% | +317.3% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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