+283.6%
TJX vs ENB
+92.6%
+191.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.1% |
| 7D | -4.6% | -4.7% | +0.1% | -2.8% |
| 30D | -17.2% | -5.9% | -11.3% | -15.2% |
| 3M | -24.9% | -14.2% | -10.7% | -20.3% |
| 6M | -19.7% | -8.6% | -11.1% | -17.1% |
| YTD | -17.2% | +3.9% | -21.1% | -19.2% |
| 1Y | -9.4% | +1.8% | -11.2% | -10.9% |
| 3Y | +43.1% | +68.5% | -25.4% | +12.3% |
| 5Y | +96.7% | +62.4% | +34.3% | +55.0% |
| All | +283.6% | +92.6% | +191.1% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling