+97.2%
TJX vs VALE
+40.3%
+56.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -25.1% |
| 6M | -19.7% | +2.1% | -21.8% | -20.0% |
| YTD | -17.2% | +20.2% | -37.4% | -19.1% |
| 1Y | -9.4% | +55.2% | -64.6% | -13.8% |
| 3Y | +43.1% | +45.9% | -2.8% | +35.7% |
| All | +97.2% | +40.3% | +56.9% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling