+12,759.1%
TDG vs VALE
+315.5%
+12,443.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -2.4% | -1.8% | -0.6% | -2.0% |
| 30D | -8.0% | +6.7% | -14.6% | -9.6% |
| 3M | -10.5% | +4.9% | -15.4% | -11.9% |
| 6M | -11.9% | +3.6% | -15.5% | -13.1% |
| YTD | -15.4% | +21.9% | -37.2% | -20.4% |
| 1Y | -14.2% | +61.6% | -75.8% | -25.0% |
| 3Y | +51.0% | +52.1% | -1.1% | +31.3% |
| 5Y | +126.5% | +43.2% | +83.3% | +92.8% |
| 10Y | +535.6% | +521.5% | +14.0% | +249.6% |
| All | +12,759.1% | +315.5% | +12,443.6% | +6,186.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling