+643.2%
TJX vs AMBA
+818.6%
-175.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.2% | +1.6% |
| 7D | -2.0% | 0.0% | -2.0% | -2.1% |
| 30D | -0.5% | -8.6% | +8.1% | +0.3% |
| 3M | -14.1% | -29.0% | +14.8% | -11.4% |
| 6M | -9.4% | -19.2% | +9.9% | -9.5% |
| YTD | -9.2% | -13.0% | +3.7% | -10.8% |
| 1Y | -3.3% | -31.3% | +27.9% | -2.7% |
| 3Y | +57.1% | +28.1% | +29.0% | +40.6% |
| 5Y | +112.3% | -69.4% | +181.8% | +115.3% |
| 10Y | +328.2% | +7.6% | +320.6% | +251.4% |
| All | +643.2% | +818.6% | -175.5% | +389.4% |
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 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