+97.2%
TJX vs ENB
+61.6%
+35.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | 0.0% |
| 7D | -4.6% | -4.7% | +0.1% | -3.2% |
| 30D | -17.2% | -5.9% | -11.3% | -15.6% |
| 3M | -24.9% | -14.2% | -10.7% | -21.3% |
| 6M | -19.7% | -8.6% | -11.1% | -17.7% |
| YTD | -17.2% | +3.9% | -21.1% | -19.0% |
| 1Y | -9.4% | +1.8% | -11.2% | -10.8% |
| 3Y | +43.1% | +68.5% | -25.4% | +15.3% |
| All | +97.2% | +61.6% | +35.6% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling