-27.7%
TOST vs VALE
+35.2%
-62.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | 0.0% | -3.2% | +3.2% | +0.9% |
| 30D | +16.2% | -15.1% | +31.2% | +21.6% |
| 3M | -1.5% | -18.7% | +17.2% | +4.1% |
| 6M | +55.3% | -31.5% | +86.8% | +72.2% |
| YTD | -2.3% | -11.4% | +9.1% | -2.9% |
| 1Y | -5.5% | -1.9% | -3.7% | -9.6% |
| 3Y | +151.1% | +1.7% | +149.4% | +132.1% |
| All | -27.7% | +35.2% | -62.9% | -48.9% |
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