+293.8%
TRV vs VALE
+528.4%
-234.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.7% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -1.8% | +9.7% | -11.6% | -3.3% |
| 3M | +21.6% | +5.3% | +16.3% | +20.3% |
| 6M | +22.5% | +0.5% | +21.9% | +21.8% |
| YTD | +28.1% | +20.6% | +7.5% | +23.3% |
| 1Y | +37.0% | +57.6% | -20.6% | +25.9% |
| 3Y | +141.9% | +50.6% | +91.3% | +120.6% |
| 5Y | +158.5% | +41.8% | +116.7% | +131.3% |
| All | +293.8% | +528.4% | -234.6% | +182.9% |
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 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