+228.5%
TFC vs VALE
+1,654.5%
-1,426.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | 0.0% |
| 7D | +0.1% | -1.5% | +1.6% | +0.5% |
| 30D | +8.6% | -15.6% | +24.3% | +13.8% |
| 3M | -4.3% | -19.5% | +15.2% | +1.3% |
| 6M | +5.4% | -31.9% | +37.3% | +16.7% |
| YTD | +4.5% | -11.0% | +15.5% | +6.4% |
| 1Y | +14.0% | -2.1% | +16.1% | +12.8% |
| 3Y | +93.4% | +1.4% | +92.0% | +86.8% |
| 5Y | +0.5% | +36.2% | -35.7% | -14.2% |
| 10Y | +77.7% | +206.4% | -128.8% | +10.9% |
| All | +228.5% | +1,654.5% | -1,426.0% | +36.4% |
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