-9.4%
TJX vs ETR
+21.8%
-31.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -4.6% | -1.8% | -2.8% | -4.4% |
| 30D | -17.2% | -1.8% | -15.4% | -17.0% |
| 3M | -24.9% | -3.6% | -21.3% | -24.7% |
| 6M | -19.7% | +2.6% | -22.3% | -19.4% |
| YTD | -17.2% | +16.0% | -33.2% | -17.5% |
| 1Y | -9.4% | +20.1% | -29.6% | -10.7% |
| All | -9.4% | +21.8% | -31.2% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling