+112.3%
TJX vs AMBA
-69.7%
+182.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.2% | +1.7% |
| 7D | -2.0% | 0.0% | -2.0% | -2.1% |
| 30D | -0.5% | -8.6% | +8.1% | +0.1% |
| 3M | -14.1% | -29.0% | +14.8% | -12.0% |
| 6M | -9.4% | -19.2% | +9.9% | -9.5% |
| YTD | -9.2% | -13.0% | +3.7% | -10.7% |
| 1Y | -3.3% | -31.3% | +27.9% | -2.7% |
| 3Y | +57.1% | +28.1% | +29.0% | +39.2% |
| 5Y | +112.3% | -69.4% | +181.8% | +109.0% |
| All | +112.3% | -69.7% | +182.1% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling