+20,672.1%
ETN vs TJX
+44,288.6%
-23,616.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +3.5% | -4.6% | +8.1% | +4.9% |
| 30D | -7.5% | -17.2% | +9.6% | -2.3% |
| 3M | +8.3% | -24.9% | +33.2% | +17.2% |
| 6M | +20.2% | -19.7% | +39.8% | +27.2% |
| YTD | +34.7% | -17.2% | +51.9% | +41.1% |
| 1Y | +19.4% | -9.4% | +28.9% | +21.7% |
| 3Y | +85.5% | +43.1% | +42.4% | +64.6% |
| 5Y | +186.6% | +96.7% | +89.9% | +130.0% |
| 10Y | +724.7% | +287.7% | +436.9% | +447.2% |
| All | +20,672.1% | +44,288.6% | -23,616.5% | +5,857.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling