+203.6%
TGT vs VALE
+526.3%
-322.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -5.2% | -0.3% | -5.0% | -5.2% |
| 30D | +1.2% | +8.6% | -7.4% | -0.2% |
| 3M | +18.4% | +2.0% | +16.4% | +17.7% |
| 6M | +33.4% | +2.1% | +31.3% | +32.2% |
| YTD | +63.8% | +20.2% | +43.6% | +57.1% |
| 1Y | +77.2% | +55.2% | +22.0% | +62.2% |
| 3Y | +41.8% | +45.9% | -4.1% | +29.8% |
| 5Y | -25.5% | +41.4% | -66.9% | -32.8% |
| All | +203.6% | +526.3% | -322.8% | +126.8% |
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 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