+97.2%
TJX vs ETR
+122.3%
-25.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.6% | -1.8% | -2.8% | -4.2% |
| 30D | -17.2% | -1.8% | -15.4% | -16.9% |
| 3M | -24.9% | -3.6% | -21.3% | -24.4% |
| 6M | -19.7% | +2.6% | -22.3% | -20.3% |
| YTD | -17.2% | +16.0% | -33.2% | -20.2% |
| 1Y | -9.4% | +20.1% | -29.6% | -13.5% |
| 3Y | +43.1% | +143.6% | -100.5% | +13.2% |
| All | +97.2% | +122.3% | -25.1% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling