+7,767.2%
TSCO vs VALE
+2,301.5%
+5,465.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.5% |
| 7D | -2.5% | -1.8% | -0.6% | -2.2% |
| 30D | -1.1% | +6.7% | -7.8% | -2.3% |
| 3M | +14.3% | +4.9% | +9.4% | +13.1% |
| 6M | -31.9% | +3.6% | -35.5% | -32.6% |
| YTD | -30.7% | +21.9% | -52.6% | -33.4% |
| 1Y | -41.1% | +61.6% | -102.6% | -46.2% |
| 3Y | -17.1% | +52.1% | -69.3% | -24.3% |
| 5Y | -7.5% | +43.2% | -50.7% | -17.1% |
| 10Y | +192.6% | +521.5% | -328.9% | +87.9% |
| All | +7,767.2% | +2,301.5% | +5,465.7% | +3,721.6% |
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