+636.7%
TJX vs AMBA
+799.6%
-162.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | -0.5% | -2.6% | +2.1% | -0.3% |
| 30D | -1.3% | -10.5% | +9.2% | -0.4% |
| 3M | -13.5% | -26.4% | +12.9% | -11.1% |
| 6M | -10.1% | -20.9% | +10.7% | -10.1% |
| YTD | -10.0% | -14.8% | +4.8% | -11.4% |
| 1Y | -5.5% | -36.1% | +30.5% | -4.2% |
| 3Y | +55.5% | +20.2% | +35.3% | +40.3% |
| 5Y | +112.6% | -67.2% | +179.9% | +113.8% |
| 10Y | +316.3% | +5.0% | +311.3% | +242.5% |
| All | +636.7% | +799.6% | -162.9% | +386.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling