+43.0%
TMUS vs VALE
+41.9%
+1.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -0.3% | +2.9% | -3.2% | -0.4% |
| 30D | +3.1% | +8.8% | -5.7% | +2.7% |
| 3M | +2.4% | +6.8% | -4.3% | +2.1% |
| 6M | -17.1% | +6.9% | -24.0% | -17.6% |
| YTD | -9.1% | +22.8% | -31.9% | -10.7% |
| 1Y | -23.6% | +61.3% | -84.9% | -26.7% |
| 3Y | +38.8% | +53.3% | -14.5% | +32.7% |
| 5Y | +43.0% | +44.9% | -1.9% | +40.1% |
| All | +43.0% | +41.9% | +1.1% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling