+15.6%
TMUS vs VALE
+3.9%
+11.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.9% |
| 7D | +3.6% | +1.8% | +1.8% | +3.6% |
| 30D | -3.4% | -14.8% | +11.5% | -4.0% |
| 3M | -9.5% | -19.0% | +9.6% | -10.1% |
| 6M | -15.2% | -27.7% | +12.5% | -15.9% |
| YTD | -18.9% | -8.5% | -10.4% | -20.2% |
| 1Y | -17.7% | +2.6% | -20.3% | -19.4% |
| 3Y | +15.6% | +4.0% | +11.6% | +10.2% |
| All | +15.6% | +3.9% | +11.8% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling