+283.6%
TJX vs ETR
+296.9%
-13.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.6% | -1.8% | -2.8% | -3.9% |
| 30D | -17.2% | -1.8% | -15.4% | -16.6% |
| 3M | -24.9% | -3.6% | -21.3% | -24.0% |
| 6M | -19.7% | +2.6% | -22.3% | -21.1% |
| YTD | -17.2% | +16.0% | -33.2% | -22.8% |
| 1Y | -9.4% | +20.1% | -29.6% | -17.0% |
| 3Y | +43.1% | +143.6% | -100.5% | -7.5% |
| 5Y | +96.7% | +124.4% | -27.7% | +29.1% |
| All | +283.6% | +296.9% | -13.2% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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