+533.3%
TGT vs VALE
+2,320.2%
-1,786.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | -0.6% | +2.9% | -3.5% | -1.2% |
| 30D | +9.5% | +8.8% | +0.7% | +7.7% |
| 3M | +32.3% | +6.8% | +25.5% | +30.2% |
| 6M | +37.0% | +6.9% | +30.1% | +34.4% |
| YTD | +71.0% | +22.8% | +48.2% | +62.5% |
| 1Y | +85.0% | +61.3% | +23.8% | +66.4% |
| 3Y | +46.8% | +53.3% | -6.5% | +32.0% |
| 5Y | -22.7% | +44.9% | -67.6% | -31.6% |
| 10Y | +216.3% | +486.8% | -270.5% | +93.1% |
| All | +533.3% | +2,320.2% | -1,786.9% | +126.5% |
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 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