+9.1%
TE vs VALE
+1.2%
+7.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.6% |
| 7D | -19.1% | -3.2% | -15.9% | -16.5% |
| 30D | -34.1% | -15.1% | -19.1% | -23.9% |
| 3M | -60.1% | -18.7% | -41.4% | -52.1% |
| 6M | -66.0% | -31.5% | -34.5% | -51.1% |
| YTD | -71.4% | -11.4% | -60.0% | -69.4% |
| 1Y | -45.3% | -1.9% | -43.4% | -48.0% |
| 3Y | +9.1% | +1.7% | +7.5% | +1.4% |
| All | +9.1% | +1.2% | +7.9% | +1.4% |
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