-19.7%
TJX vs ETHA
+23.9%
-43.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.2% |
| 7D | -4.6% | +3.5% | -8.0% | -4.5% |
| 30D | -17.2% | +35.3% | -52.5% | -16.6% |
| 3M | -24.9% | +50.9% | -75.8% | -24.5% |
| 6M | -19.7% | +22.1% | -41.8% | -18.5% |
| All | -19.7% | +23.9% | -43.5% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling