+2,981.6%
TMO vs VALE
+2,276.6%
+704.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -0.3% | +9.7% | -10.0% | -2.4% |
| 3M | +25.3% | +5.3% | +20.0% | +23.5% |
| 6M | +20.9% | +0.5% | +20.3% | +20.2% |
| YTD | +4.3% | +20.6% | -16.3% | -0.7% |
| 1Y | +27.0% | +57.6% | -30.6% | +13.8% |
| 3Y | +17.5% | +50.6% | -33.0% | +5.0% |
| 5Y | +6.9% | +41.8% | -34.9% | -6.5% |
| 10Y | +332.0% | +515.1% | -183.1% | +144.1% |
| All | +2,981.6% | +2,276.6% | +704.9% | +922.2% |
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