+95.2%
TJX vs AMT
-32.2%
+127.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -4.0% | +1.5% | -5.4% | -4.3% |
| 30D | -20.3% | +3.7% | -24.1% | -21.0% |
| 3M | -23.3% | -7.2% | -16.1% | -22.1% |
| 6M | -19.7% | -4.2% | -15.6% | -19.2% |
| YTD | -17.1% | +1.9% | -19.0% | -17.9% |
| 1Y | -8.8% | -6.4% | -2.4% | -8.0% |
| 3Y | +43.4% | +7.7% | +35.7% | +36.1% |
| 5Y | +95.2% | -30.9% | +126.1% | +110.2% |
| All | +95.2% | -32.2% | +127.4% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling