+114.2%
TJX vs AMC
-99.1%
+213.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -5.7% | -2.8% | -2.9% | -5.6% |
| 30D | -3.9% | +14.0% | -17.9% | -4.5% |
| 3M | -12.1% | +42.5% | -54.6% | -13.7% |
| 6M | -7.8% | +142.6% | -150.3% | -12.5% |
| YTD | -10.4% | +119.2% | -129.6% | -14.9% |
| 1Y | -5.5% | +40.7% | -46.3% | -8.5% |
| 3Y | +55.0% | -57.3% | +112.3% | +55.0% |
| 5Y | +114.2% | -99.1% | +213.3% | +161.8% |
| All | +114.2% | -99.1% | +213.3% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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