+140.0%
TRV vs VALE
+45.8%
+94.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.5% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -1.8% | +9.7% | -11.6% | -1.9% |
| 3M | +21.6% | +5.3% | +16.3% | +21.5% |
| 6M | +22.5% | +0.5% | +21.9% | +22.5% |
| YTD | +28.1% | +20.6% | +7.5% | +27.5% |
| 1Y | +37.0% | +57.6% | -20.6% | +35.0% |
| All | +140.0% | +45.8% | +94.2% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling