+46.6%
TJX vs AMT
+6.7%
+39.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -3.3% | -0.2% | -3.1% | -3.2% |
| 30D | -19.9% | +1.8% | -21.7% | -20.1% |
| 3M | -19.0% | -6.2% | -12.9% | -18.5% |
| 6M | -18.6% | -5.0% | -13.6% | -18.2% |
| YTD | -15.3% | +2.1% | -17.3% | -15.6% |
| 1Y | -7.3% | -5.7% | -1.6% | -7.0% |
| 3Y | +46.6% | +7.9% | +38.7% | +46.7% |
| All | +46.6% | +6.7% | +39.8% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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