+15.6%
TFC vs VALE
+41.9%
-26.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.6% |
| 7D | +2.2% | +2.9% | -0.7% | +1.5% |
| 30D | -2.5% | +8.8% | -11.3% | -4.7% |
| 3M | +4.5% | +6.8% | -2.2% | +2.5% |
| 6M | +11.0% | +6.9% | +4.1% | +8.5% |
| YTD | +5.9% | +22.8% | -16.9% | -0.7% |
| 1Y | +14.6% | +61.3% | -46.7% | -0.2% |
| 3Y | +96.7% | +53.3% | +43.4% | +71.1% |
| 5Y | +15.6% | +44.9% | -29.3% | -0.5% |
| All | +15.6% | +41.9% | -26.3% | -0.5% |
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