+43,607.4%
TJX vs ETR
+4,408.0%
+39,199.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.8% |
| 7D | -4.0% | +0.4% | -4.3% | -4.1% |
| 30D | -20.3% | +2.0% | -22.4% | -20.9% |
| 3M | -23.3% | -1.7% | -21.6% | -23.0% |
| 6M | -19.7% | +3.6% | -23.3% | -21.0% |
| YTD | -17.1% | +18.0% | -35.2% | -21.8% |
| 1Y | -8.8% | +26.2% | -35.0% | -15.9% |
| 3Y | +43.4% | +148.0% | -104.6% | +4.9% |
| 5Y | +95.2% | +126.1% | -30.8% | +45.2% |
| 10Y | +288.1% | +302.3% | -14.2% | +142.7% |
| All | +43,607.4% | +4,408.0% | +39,199.4% | +10,539.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling