+14.6%
TJX vs ETHA
-30.2%
+44.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.4% | -2.4% | -1.9% | -4.3% |
| 30D | -18.6% | +30.9% | -49.5% | -19.2% |
| 3M | -24.4% | +51.1% | -75.5% | -25.3% |
| 6M | -20.2% | +20.5% | -40.8% | -20.7% |
| YTD | -16.9% | -17.3% | +0.3% | -16.4% |
| 1Y | -8.5% | -43.2% | +34.7% | -6.5% |
| All | +14.6% | -30.2% | +44.8% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling