-24.7%
TMUS vs VALE
+57.7%
-82.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.3% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | -0.2% | +9.7% | -10.0% | +1.3% |
| 3M | -4.0% | +5.3% | -9.2% | -3.0% |
| 6M | -18.1% | +0.5% | -18.7% | -17.9% |
| YTD | -11.3% | +20.6% | -32.0% | -7.3% |
| 1Y | -24.7% | +57.6% | -82.3% | -13.5% |
| All | -24.7% | +57.7% | -82.5% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling