+288.1%
TJX vs AMBA
+2.6%
+285.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.4% | -10.6% | -3.2% |
| 7D | -4.0% | +2.5% | -6.4% | -4.3% |
| 30D | -20.3% | -16.1% | -4.2% | -18.8% |
| 3M | -23.3% | +4.6% | -27.9% | -25.0% |
| 6M | -19.7% | +29.2% | -48.9% | -24.7% |
| YTD | -17.1% | -2.9% | -14.3% | -19.6% |
| 1Y | -8.8% | -18.7% | +9.9% | -10.3% |
| 3Y | +43.4% | +14.9% | +28.5% | +27.7% |
| 5Y | +95.2% | -53.0% | +148.2% | +86.8% |
| 10Y | +288.1% | +8.3% | +279.7% | +177.8% |
| All | +288.1% | +2.6% | +285.4% | +177.8% |
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