+14.3%
TJX vs ETHA
-27.9%
+42.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.4% |
| 7D | -4.6% | +3.5% | -8.0% | -4.7% |
| 30D | -17.2% | +35.3% | -52.5% | -17.8% |
| 3M | -24.9% | +50.9% | -75.8% | -25.8% |
| 6M | -19.7% | +22.1% | -41.8% | -20.1% |
| YTD | -17.2% | -14.6% | -2.6% | -16.7% |
| 1Y | -9.4% | -42.8% | +33.4% | -7.3% |
| All | +14.3% | -27.9% | +42.2% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 3y: compounded portfolio wealth divided by compounded ETHA 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…
3y analysis · Full analysis span regression · 6 months rolling