-40.6%
TOST vs VALE
+49.7%
-90.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.7% |
| 7D | +9.4% | +1.8% | +7.7% | +8.9% |
| 30D | +13.5% | -14.8% | +28.3% | +18.7% |
| 3M | -0.1% | -19.0% | +18.9% | +5.7% |
| 6M | +22.5% | -27.7% | +50.2% | +33.3% |
| YTD | -2.4% | -8.5% | +6.1% | -3.8% |
| 1Y | -4.7% | +2.6% | -7.3% | -10.0% |
| 3Y | +103.2% | +4.0% | +99.2% | +86.9% |
| All | -40.6% | +49.7% | -90.3% | -57.4% |
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