+159.7%
TRV vs VALE
+40.3%
+119.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | +1.9% | -0.3% | +2.2% | +1.9% |
| 30D | +1.7% | +8.6% | -6.9% | +1.0% |
| 3M | +23.9% | +2.0% | +21.9% | +23.6% |
| 6M | +26.3% | +2.1% | +24.2% | +25.8% |
| YTD | +30.8% | +20.2% | +10.6% | +28.0% |
| 1Y | +36.3% | +55.2% | -18.8% | +30.0% |
| 3Y | +145.0% | +45.9% | +99.1% | +132.8% |
| All | +159.7% | +40.3% | +119.4% | +143.8% |
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 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