+244.6%
TMUS vs VALE
+200.9%
+43.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +8.2% | +1.3% | +6.8% | +8.0% |
| 30D | +13.4% | -14.3% | +27.7% | +15.9% |
| 3M | -3.0% | -16.8% | +13.8% | -0.6% |
| 6M | -8.8% | -30.2% | +21.4% | -4.1% |
| YTD | -13.8% | -8.6% | -5.3% | -14.0% |
| 1Y | -17.1% | +1.6% | -18.7% | -18.8% |
| 3Y | +22.7% | +4.1% | +18.6% | +18.1% |
| 5Y | +52.8% | +38.7% | +14.2% | +34.6% |
| 10Y | +244.6% | +214.6% | +30.0% | +146.1% |
| All | +244.6% | +200.9% | +43.7% | +146.1% |
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