+670.1%
TEL vs VALE
+101.9%
+568.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.3% |
| 7D | -1.4% | +2.9% | -4.4% | -2.4% |
| 30D | -4.9% | +8.8% | -13.7% | -7.6% |
| 3M | +0.1% | +6.8% | -6.7% | -2.3% |
| 6M | +0.4% | +6.9% | -6.5% | -2.2% |
| YTD | -8.9% | +22.8% | -31.7% | -15.3% |
| 1Y | -0.3% | +61.3% | -61.6% | -14.8% |
| 3Y | +67.6% | +53.3% | +14.3% | +43.1% |
| 5Y | +50.7% | +44.9% | +5.8% | +24.7% |
| 10Y | +288.6% | +486.8% | -198.1% | +85.1% |
| All | +670.1% | +101.9% | +568.2% | +283.6% |
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