-2.2%
TT vs VALE
+1.7%
-3.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.3% | +0.9% |
| 7D | +0.8% | +5.5% | -4.7% | -0.6% |
| 30D | -11.8% | -15.0% | +3.2% | -7.8% |
| 3M | -11.6% | -20.0% | +8.4% | -6.3% |
| 6M | -9.3% | -28.4% | +19.1% | -1.0% |
| YTD | +8.9% | -8.6% | +17.5% | +16.2% |
| 1Y | -2.2% | +2.0% | -4.2% | +1.6% |
| All | -2.2% | +1.7% | -3.9% | +1.6% |
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 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