+7,418.6%
TJX vs AMT
+1,311.4%
+6,107.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -17.1% | +4.6% | -21.8% | -17.8% |
| 3M | -16.5% | -8.4% | -8.0% | -15.3% |
| 6M | -17.8% | -6.0% | -11.8% | -17.1% |
| YTD | -13.2% | +2.1% | -15.3% | -13.8% |
| 1Y | -5.2% | -6.4% | +1.2% | -4.6% |
| 3Y | +48.2% | +8.1% | +40.2% | +44.0% |
| 5Y | +99.8% | -31.9% | +131.7% | +108.6% |
| 10Y | +291.1% | +97.1% | +194.0% | +241.5% |
| All | +7,418.6% | +1,311.4% | +6,107.3% | +4,223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling