+190.4%
ETN vs TJX
+95.5%
+95.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +3.5% | -4.6% | +8.1% | +5.4% |
| 30D | -7.5% | -17.2% | +9.6% | -0.4% |
| 3M | +8.3% | -24.9% | +33.2% | +20.8% |
| 6M | +20.2% | -19.7% | +39.8% | +29.5% |
| YTD | +34.7% | -17.2% | +51.9% | +42.7% |
| 1Y | +19.4% | -9.4% | +28.9% | +20.8% |
| 3Y | +85.5% | +43.1% | +42.4% | +48.0% |
| All | +190.4% | +95.5% | +95.0% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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