+43.5%
TJX vs AME
+54.6%
-11.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -18.6% | -8.6% | -10.0% | -17.0% |
| 3M | -24.4% | +5.8% | -30.1% | -25.6% |
| 6M | -20.2% | +3.8% | -24.1% | -21.4% |
| YTD | -16.9% | +14.4% | -31.4% | -20.2% |
| 1Y | -8.5% | +25.8% | -34.3% | -14.4% |
| All | +43.5% | +54.6% | -11.1% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling