-8.9%
TOST vs VALE
+5.1%
-14.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.4% |
| 7D | +4.0% | +5.6% | -1.5% | +4.2% |
| 30D | +11.1% | -12.1% | +23.2% | +10.1% |
| 3M | +0.8% | -16.3% | +17.1% | -0.2% |
| 6M | +38.8% | -26.0% | +64.8% | +36.5% |
| YTD | -2.1% | -5.5% | +3.4% | -14.6% |
| All | -8.9% | +5.1% | -14.1% | -25.6% |
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