-40.9%
TSCO vs VALE
+60.7%
-101.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.8% | +1.6% | -0.8% | +0.5% |
| 30D | +5.5% | +5.1% | +0.3% | +4.7% |
| 3M | +20.0% | -0.4% | +20.4% | +20.0% |
| 6M | -29.8% | -2.2% | -27.6% | -29.3% |
| YTD | -28.7% | +20.5% | -49.2% | -30.8% |
| 1Y | -40.9% | +61.2% | -102.1% | -44.7% |
| All | -40.9% | +60.7% | -101.6% | -44.7% |
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