+3,845.6%
TT vs VALE
+1,701.1%
+2,144.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.5% | +1.3% | +2.2% | +3.1% |
| 30D | -11.0% | -14.3% | +3.3% | -6.9% |
| 3M | -12.0% | -16.8% | +4.8% | -7.4% |
| 6M | -10.4% | -30.2% | +19.8% | -0.8% |
| YTD | +9.9% | -8.6% | +18.5% | +11.6% |
| 1Y | +1.5% | +1.6% | -0.2% | -0.3% |
| 3Y | +93.7% | +4.1% | +89.6% | +84.6% |
| 5Y | +139.2% | +38.7% | +100.6% | +97.0% |
| 10Y | +741.5% | +214.6% | +526.9% | +362.3% |
| All | +3,845.6% | +1,701.1% | +2,144.5% | +906.7% |
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