+2,577.2%
TJX vs ET
+1,438.5%
+1,138.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | -17.2% | +2.9% | -20.0% | -17.6% |
| 3M | -24.9% | +16.8% | -41.7% | -27.0% |
| 6M | -19.7% | +18.9% | -38.5% | -22.3% |
| YTD | -17.2% | +37.7% | -54.9% | -22.0% |
| 1Y | -9.4% | +32.4% | -41.9% | -14.2% |
| 3Y | +43.1% | +99.5% | -56.4% | +25.0% |
| 5Y | +96.7% | +244.0% | -147.3% | +54.6% |
| 10Y | +287.7% | +172.1% | +115.6% | +197.7% |
| All | +2,577.2% | +1,438.5% | +1,138.7% | +898.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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