+181.2%
TSCO vs VALE
+526.3%
-345.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -5.7% | -0.3% | -5.4% | -5.6% |
| 30D | -8.8% | +8.6% | -17.4% | -9.9% |
| 3M | +6.3% | +2.0% | +4.3% | +5.8% |
| 6M | -32.3% | +2.1% | -34.4% | -32.7% |
| YTD | -32.7% | +20.2% | -52.9% | -35.0% |
| 1Y | -43.7% | +55.2% | -98.8% | -47.7% |
| 3Y | -19.7% | +45.9% | -65.6% | -25.5% |
| 5Y | -11.6% | +41.4% | -53.0% | -19.5% |
| All | +181.2% | +526.3% | -345.1% | +118.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling