-29.4%
TSCO vs VALE
+3.0%
-32.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +3.7% |
| 7D | +15.7% | -0.3% | +16.1% | +15.7% |
| 30D | +16.4% | -19.2% | +35.6% | +19.7% |
| 3M | +11.2% | -20.7% | +31.9% | +14.5% |
| 6M | +14.9% | -25.8% | +40.7% | +19.3% |
| YTD | -25.4% | -9.8% | -15.6% | -26.6% |
| 1Y | -29.4% | +3.7% | -33.1% | -34.9% |
| All | -29.4% | +3.0% | -32.4% | -34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling