+44,577.8%
TJX vs AME
+18,712.3%
+25,865.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -3.3% | +2.8% | -6.0% | -4.2% |
| 30D | -19.9% | -6.3% | -13.6% | -18.1% |
| 3M | -19.0% | +5.4% | -24.4% | -20.9% |
| 6M | -18.6% | +7.4% | -26.0% | -21.1% |
| YTD | -15.3% | +16.2% | -31.5% | -20.3% |
| 1Y | -7.3% | +26.8% | -34.2% | -15.7% |
| 3Y | +46.6% | +57.5% | -10.9% | +21.9% |
| 5Y | +98.5% | +84.8% | +13.6% | +55.7% |
| 10Y | +289.1% | +424.3% | -135.2% | +118.5% |
| All | +44,577.8% | +18,712.3% | +25,865.5% | +10,197.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling