-45.7%
TOST vs VALE
+51.7%
-97.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -3.4% | +1.6% | -5.0% | -3.9% |
| 30D | -2.4% | +5.1% | -7.6% | -4.0% |
| 3M | +34.6% | -0.4% | +35.0% | +34.3% |
| 6M | +15.2% | -2.2% | +17.4% | +14.8% |
| YTD | -4.4% | +20.5% | -24.9% | -12.6% |
| 1Y | -17.4% | +61.2% | -78.6% | -32.1% |
| 3Y | +54.5% | +43.1% | +11.3% | +29.7% |
| All | -45.7% | +51.7% | -97.4% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling