-34.8%
TLT vs VALE
+46.3%
-81.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +1.9% | -1.2% |
| 7D | -0.3% | +5.5% | -5.7% | -0.4% |
| 30D | +3.7% | -15.0% | +18.7% | +4.1% |
| 3M | -0.7% | -20.0% | +19.3% | -0.2% |
| 6M | -4.2% | -28.4% | +24.2% | -3.5% |
| YTD | -4.0% | -8.6% | +4.6% | -3.8% |
| 1Y | -5.8% | +2.0% | -7.8% | -5.8% |
| 3Y | +4.1% | +4.1% | 0.0% | +3.8% |
| 5Y | -34.8% | +46.4% | -81.2% | -31.6% |
| All | -34.8% | +46.3% | -81.1% | -31.6% |
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