+62.5%
T vs VALE
+206.4%
-144.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | 0.0% |
| 7D | +1.6% | -1.5% | +3.1% | +1.8% |
| 30D | -2.9% | -15.6% | +12.7% | -0.6% |
| 3M | -7.5% | -19.5% | +12.0% | -4.8% |
| 6M | -9.9% | -31.9% | +22.0% | -5.1% |
| YTD | -6.4% | -11.0% | +4.5% | -6.0% |
| 1Y | -9.4% | -2.1% | -7.3% | -10.4% |
| 3Y | +64.9% | +1.4% | +63.5% | +60.2% |
| 5Y | +57.0% | +36.2% | +20.8% | +40.8% |
| All | +62.5% | +206.4% | -144.0% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling