-25.6%
TGT vs VALE
+40.1%
-65.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -5.0% | -0.2% | -4.9% | -5.0% |
| 30D | +3.0% | +9.7% | -6.7% | +1.3% |
| 3M | +22.6% | +5.3% | +17.4% | +21.1% |
| 6M | +31.2% | +0.5% | +30.6% | +30.2% |
| YTD | +63.7% | +20.6% | +43.1% | +55.4% |
| 1Y | +78.5% | +57.6% | +20.9% | +59.8% |
| 3Y | +40.5% | +50.6% | -10.0% | +24.9% |
| 5Y | -25.6% | +41.8% | -67.4% | -31.8% |
| All | -25.6% | +40.1% | -65.7% | -31.8% |
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 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