+7,668.0%
TJX vs AMT
+1,439.7%
+6,228.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.5% | -2.2% | +0.6% | -1.2% |
| 30D | -3.6% | +5.8% | -9.3% | -4.5% |
| 3M | -10.3% | +12.6% | -22.9% | -12.2% |
| 6M | -8.6% | +8.3% | -16.9% | -10.1% |
| YTD | -10.3% | +11.4% | -21.8% | -12.4% |
| 1Y | -6.4% | +7.7% | -14.2% | -8.1% |
| 3Y | +55.0% | +14.8% | +40.2% | +49.0% |
| 5Y | +112.4% | -18.0% | +130.4% | +114.7% |
| 10Y | +314.9% | +133.0% | +181.9% | +252.4% |
| All | +7,668.0% | +1,439.7% | +6,228.2% | +4,294.7% |
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 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