+0.8%
TFC vs VALE
+35.2%
-34.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +2.3% | -3.2% | +5.5% | +3.1% |
| 30D | +10.8% | -15.1% | +25.9% | +15.3% |
| 3M | -3.8% | -18.7% | +14.9% | +1.0% |
| 6M | +9.6% | -31.5% | +41.0% | +19.9% |
| YTD | +5.8% | -11.4% | +17.2% | +7.3% |
| 1Y | +16.2% | -1.9% | +18.0% | +14.5% |
| 3Y | +96.0% | +1.7% | +94.3% | +87.7% |
| All | +0.8% | +35.2% | -34.5% | -19.2% |
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