+73.5%
TFC vs VALE
+206.4%
-132.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.1% |
| 7D | +0.1% | -1.5% | +1.6% | +0.5% |
| 30D | +8.6% | -15.6% | +24.3% | +14.2% |
| 3M | -4.3% | -19.5% | +15.2% | +1.7% |
| 6M | +5.4% | -31.9% | +37.3% | +17.6% |
| YTD | +4.5% | -11.0% | +15.5% | +6.3% |
| 1Y | +14.0% | -2.1% | +16.1% | +12.5% |
| 3Y | +93.4% | +1.4% | +92.0% | +85.6% |
| 5Y | +0.5% | +36.2% | -35.7% | -16.5% |
| All | +73.5% | +206.4% | -132.9% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling