-33.7%
TLT vs VALE
+41.9%
-75.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | +0.4% | +2.9% | -2.5% | +0.3% |
| 30D | -0.3% | +8.8% | -9.1% | -0.5% |
| 3M | -1.7% | +6.8% | -8.5% | -1.9% |
| 6M | -4.9% | +6.9% | -11.8% | -5.1% |
| YTD | -2.8% | +22.8% | -25.6% | -3.2% |
| 1Y | -4.2% | +61.3% | -65.5% | -5.1% |
| 3Y | -1.1% | +53.3% | -54.4% | -2.0% |
| 5Y | -33.7% | +44.9% | -78.6% | -31.0% |
| All | -33.7% | +41.9% | -75.6% | -31.0% |
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