+127.9%
TT vs VALE
+49.7%
+78.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.2% |
| 7D | -2.0% | +1.8% | -3.8% | -2.3% |
| 30D | -14.0% | -14.8% | +0.8% | -12.0% |
| 3M | -15.9% | -19.0% | +3.1% | -13.3% |
| 6M | -17.3% | -27.7% | +10.4% | -13.4% |
| YTD | +4.0% | -8.5% | +12.5% | +5.5% |
| 1Y | -7.1% | +2.6% | -9.7% | -7.1% |
| 3Y | +90.2% | +4.0% | +86.2% | +87.4% |
| All | +127.9% | +49.7% | +78.2% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling