-44.4%
TOST vs VALE
+18.9%
-63.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.6% |
| 7D | +4.0% | +5.6% | -1.5% | +2.4% |
| 30D | +11.1% | -12.1% | +23.2% | +15.0% |
| 3M | +0.8% | -16.3% | +17.1% | +5.7% |
| 6M | +38.8% | -26.0% | +64.8% | +50.3% |
| YTD | -2.1% | -5.5% | +3.4% | -4.3% |
| 1Y | -6.0% | +6.7% | -12.7% | -12.2% |
| 3Y | +149.8% | +10.2% | +139.6% | +126.0% |
| 5Y | -42.8% | +49.7% | -92.5% | -54.7% |
| All | -44.4% | +18.9% | -63.3% | -50.5% |
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 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