+616.7%
TJX vs AMCR
+93.5%
+523.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -4.6% | -6.3% | +1.7% | -2.8% |
| 30D | -17.2% | -7.8% | -9.4% | -15.3% |
| 3M | -24.9% | +7.5% | -32.4% | -26.8% |
| 6M | -19.7% | +2.7% | -22.4% | -20.9% |
| YTD | -17.2% | +6.0% | -23.2% | -19.7% |
| 1Y | -9.4% | +7.8% | -17.2% | -12.7% |
| 3Y | +43.1% | +5.8% | +37.3% | +36.3% |
| 5Y | +96.7% | -11.6% | +108.3% | +96.9% |
| 10Y | +287.7% | +14.6% | +273.1% | +240.7% |
| All | +616.7% | +93.5% | +523.2% | +508.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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