+283.6%
TJX vs ENTG
+797.5%
-513.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | -4.6% | +1.2% | -5.8% | -4.8% |
| 30D | -17.2% | -12.9% | -4.3% | -15.4% |
| 3M | -24.9% | -3.1% | -21.8% | -26.1% |
| 6M | -19.7% | +21.0% | -40.7% | -25.1% |
| YTD | -17.2% | +67.0% | -84.2% | -28.4% |
| 1Y | -9.4% | +68.6% | -78.1% | -22.9% |
| 3Y | +43.1% | +48.6% | -5.6% | +17.9% |
| 5Y | +96.7% | +18.6% | +78.1% | +62.6% |
| All | +283.6% | +797.5% | -513.9% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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