+131.2%
TLT vs VALE
+2,706.4%
-2,575.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -0.4% | +1.6% | -2.0% | -0.3% |
| 30D | -0.6% | +5.1% | -5.7% | -0.2% |
| 3M | -2.7% | -0.4% | -2.3% | -2.7% |
| 6M | -5.6% | -2.2% | -3.4% | -5.6% |
| YTD | -2.8% | +20.5% | -23.3% | -1.3% |
| 1Y | -1.4% | +61.2% | -62.6% | +2.1% |
| 3Y | -1.6% | +43.1% | -44.7% | +1.5% |
| 5Y | -33.8% | +34.0% | -67.8% | -31.2% |
| 10Y | -21.1% | +469.7% | -490.8% | -4.7% |
| All | +131.2% | +2,706.4% | -2,575.2% | +219.0% |
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 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