+43.1%
TJX vs VALE
+45.4%
-2.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -4.6% | -0.3% | -4.3% | -4.6% |
| 30D | -17.2% | +8.6% | -25.8% | -17.7% |
| 3M | -24.9% | +2.0% | -26.9% | -25.0% |
| 6M | -19.7% | +2.1% | -21.8% | -20.0% |
| YTD | -17.2% | +20.2% | -37.4% | -19.6% |
| 1Y | -9.4% | +55.2% | -64.6% | -15.2% |
| 3Y | +43.1% | +45.9% | -2.8% | +32.9% |
| All | +43.1% | +45.4% | -2.3% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 3y: compounded portfolio wealth divided by compounded VALE 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…
3y analysis · Full analysis span regression · 6 months rolling