+1,346.3%
TRV vs VALE
+2,301.5%
-955.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +0.2% | -1.8% | +2.0% | +0.5% |
| 30D | -2.3% | +6.7% | -9.0% | -3.7% |
| 3M | +22.7% | +4.9% | +17.8% | +21.1% |
| 6M | +21.9% | +3.6% | +18.4% | +20.2% |
| YTD | +27.5% | +21.9% | +5.6% | +20.9% |
| 1Y | +36.2% | +61.6% | -25.3% | +21.5% |
| 3Y | +140.6% | +52.1% | +88.5% | +113.0% |
| 5Y | +154.5% | +43.2% | +111.3% | +120.4% |
| 10Y | +295.4% | +521.5% | -226.1% | +123.5% |
| All | +1,346.3% | +2,301.5% | -955.2% | +451.2% |
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