+43,607.4%
TJX vs ENB
+11,813.6%
+31,793.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -4.0% | -0.3% | -3.6% | -3.9% |
| 30D | -20.3% | -1.1% | -19.3% | -20.1% |
| 3M | -23.3% | -8.5% | -14.8% | -21.7% |
| 6M | -19.7% | -4.5% | -15.2% | -19.0% |
| YTD | -17.1% | +9.1% | -26.2% | -19.2% |
| 1Y | -8.8% | +8.0% | -16.8% | -10.8% |
| 3Y | +43.4% | +77.8% | -34.4% | +23.5% |
| 5Y | +95.2% | +69.4% | +25.8% | +69.5% |
| 10Y | +288.1% | +100.5% | +187.6% | +216.5% |
| All | +43,607.4% | +11,813.6% | +31,793.8% | +20,798.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling