+93.0%
TFC vs VALE
+47.4%
+45.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.3% | -1.8% | +0.5% | -0.8% |
| 30D | -2.3% | +6.7% | -9.0% | -4.4% |
| 3M | +2.5% | +4.9% | -2.4% | +0.6% |
| 6M | +9.5% | +3.6% | +5.9% | +7.5% |
| YTD | +5.1% | +21.9% | -16.8% | -3.4% |
| 1Y | +15.5% | +61.6% | -46.1% | -4.3% |
| All | +93.0% | +47.4% | +45.7% | +58.8% |
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