+72.6%
TEL vs VALE
+45.4%
+27.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +1.6% | -0.3% | +1.8% | +1.6% |
| 30D | -0.7% | +8.6% | -9.3% | -3.6% |
| 3M | +2.4% | +2.0% | +0.4% | +1.4% |
| 6M | +4.1% | +2.1% | +2.0% | +2.9% |
| YTD | -5.8% | +20.2% | -26.0% | -12.2% |
| 1Y | +0.9% | +55.2% | -54.3% | -13.8% |
| 3Y | +72.6% | +45.9% | +26.7% | +46.3% |
| All | +72.6% | +45.4% | +27.2% | +46.3% |
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