+610.6%
TJX vs AMBA
+837.3%
-226.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -2.2% | -11.0% | +8.7% | -1.1% |
| 30D | -17.1% | -23.2% | +6.0% | -14.9% |
| 3M | -16.5% | -12.7% | -3.8% | -16.5% |
| 6M | -17.8% | +11.2% | -29.0% | -20.7% |
| YTD | -13.2% | -11.2% | -2.0% | -14.6% |
| 1Y | -5.2% | -22.5% | +17.3% | -6.0% |
| 3Y | +48.2% | -1.3% | +49.6% | +37.6% |
| 5Y | +99.8% | -54.2% | +153.9% | +93.3% |
| 10Y | +291.1% | -6.1% | +297.2% | +224.4% |
| All | +610.6% | +837.3% | -226.6% | +368.7% |
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