+10.6%
TMO vs VALE
+40.3%
-29.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.6% | -0.3% | -0.4% | -0.6% |
| 30D | +1.1% | +8.6% | -7.5% | -0.5% |
| 3M | +28.3% | +2.0% | +26.4% | +27.5% |
| 6M | +23.3% | +2.1% | +21.1% | +22.4% |
| YTD | +5.5% | +20.2% | -14.8% | +1.1% |
| 1Y | +24.5% | +55.2% | -30.6% | +13.7% |
| 3Y | +19.6% | +45.9% | -26.3% | +8.6% |
| All | +10.6% | +40.3% | -29.7% | +3.0% |
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