+124.3%
TDG vs VALE
+40.3%
+84.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -7.7% | +8.6% | -16.3% | -9.0% |
| 3M | -9.3% | +2.0% | -11.3% | -9.8% |
| 6M | -9.4% | +2.1% | -11.5% | -9.8% |
| YTD | -14.3% | +20.2% | -34.5% | -17.4% |
| 1Y | -11.8% | +55.2% | -67.0% | -18.9% |
| 3Y | +52.0% | +45.9% | +6.1% | +39.4% |
| All | +124.3% | +40.3% | +84.0% | +107.7% |
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