+4,059.8%
TT vs VALE
+2,275.1%
+1,784.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | 0.0% | +1.6% | -1.6% | -0.5% |
| 30D | -7.2% | +5.1% | -12.3% | -8.7% |
| 3M | -3.0% | -0.4% | -2.6% | -3.2% |
| 6M | +1.4% | -2.2% | +3.6% | +1.5% |
| YTD | +15.9% | +20.5% | -4.6% | +8.5% |
| 1Y | +9.4% | +61.2% | -51.8% | -6.4% |
| 3Y | +124.4% | +43.1% | +81.2% | +94.4% |
| 5Y | +138.0% | +34.0% | +104.1% | +98.5% |
| 10Y | +886.4% | +469.7% | +416.7% | +346.2% |
| All | +4,059.8% | +2,275.1% | +1,784.7% | +879.0% |
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