-20.7%
TLT vs VALE
+526.3%
-547.0%
-48.4%
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 | -1.6% | -0.3% | -1.4% | -1.6% |
| 30D | -1.1% | +8.6% | -9.8% | -0.8% |
| 3M | -4.9% | +2.0% | -6.8% | -4.7% |
| 6M | -5.0% | +2.1% | -7.1% | -4.8% |
| YTD | -4.4% | +20.2% | -24.6% | -3.3% |
| 1Y | -6.4% | +55.2% | -61.5% | -4.1% |
| 3Y | -2.0% | +45.9% | -47.9% | +0.3% |
| 5Y | -35.0% | +41.4% | -76.4% | -32.8% |
| All | -20.7% | +526.3% | -547.0% | -12.3% |
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