-12.6%
TLT vs VALE
+204.8%
-217.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -3.1% | -3.2% | +0.1% | -3.2% |
| 30D | +1.0% | -15.1% | +16.1% | +0.3% |
| 3M | -2.7% | -18.7% | +16.0% | -3.5% |
| 6M | -4.1% | -31.5% | +27.3% | -5.7% |
| YTD | -5.4% | -11.4% | +6.1% | -5.6% |
| 1Y | -7.0% | -1.9% | -5.2% | -6.7% |
| 3Y | +2.8% | +1.7% | +1.1% | +3.5% |
| 5Y | -35.4% | +35.4% | -70.8% | -32.6% |
| All | -12.6% | +204.8% | -217.4% | -4.2% |
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 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