+52.1%
TEL vs VALE
+40.1%
+12.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -6.1% | +9.7% | -15.8% | -8.4% |
| 3M | +1.7% | +5.3% | -3.6% | +0.1% |
| 6M | +1.6% | +0.5% | +1.1% | +1.1% |
| YTD | -9.1% | +20.6% | -29.7% | -13.7% |
| 1Y | -1.7% | +57.6% | -59.3% | -12.4% |
| 3Y | +67.3% | +50.6% | +16.8% | +48.4% |
| 5Y | +52.1% | +41.8% | +10.3% | +42.1% |
| All | +52.1% | +40.1% | +12.0% | +42.1% |
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