+317.8%
TMUS vs VALE
+493.0%
-175.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -5.3% | -1.8% | -3.5% | -5.1% |
| 30D | +0.1% | +6.7% | -6.6% | -1.0% |
| 3M | -0.6% | +4.9% | -5.5% | -1.6% |
| 6M | -17.5% | +3.6% | -21.1% | -18.5% |
| YTD | -11.3% | +21.9% | -33.1% | -15.0% |
| 1Y | -25.4% | +61.6% | -86.9% | -32.1% |
| 3Y | +35.5% | +52.1% | -16.6% | +22.9% |
| 5Y | +41.9% | +43.2% | -1.3% | +26.2% |
| 10Y | +317.8% | +521.5% | -203.7% | +153.9% |
| All | +317.8% | +493.0% | -175.1% | +153.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling