+7,576.0%
TJX vs AMT
+1,454.7%
+6,121.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -0.3% | +1.5% | -1.8% | -0.6% |
| 30D | -5.6% | +6.8% | -12.4% | -6.7% |
| 3M | -12.3% | +11.2% | -23.5% | -14.0% |
| 6M | -7.7% | +12.5% | -20.2% | -9.8% |
| YTD | -11.4% | +12.5% | -23.9% | -13.6% |
| 1Y | -7.0% | +10.1% | -17.1% | -9.0% |
| 3Y | +53.3% | +16.0% | +37.2% | +47.1% |
| 5Y | +109.9% | -17.2% | +127.1% | +111.8% |
| 10Y | +310.0% | +135.2% | +174.7% | +247.6% |
| All | +7,576.0% | +1,454.7% | +6,121.3% | +4,235.3% |
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