+736.3%
TT vs VALE
+204.8%
+531.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +4.0% | -3.2% | +7.2% | +4.8% |
| 30D | -11.3% | -15.1% | +3.8% | -8.2% |
| 3M | -12.3% | -18.7% | +6.4% | -8.5% |
| 6M | -10.8% | -31.5% | +20.6% | -3.6% |
| YTD | +8.2% | -11.4% | +19.6% | +10.3% |
| 1Y | +1.5% | -1.9% | +3.3% | +1.2% |
| 3Y | +91.5% | +1.7% | +89.8% | +86.6% |
| 5Y | +130.2% | +35.4% | +94.8% | +101.0% |
| All | +736.3% | +204.8% | +531.5% | +497.8% |
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