-75.6%
TTD vs VALE
+1.7%
-77.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.8% |
| 7D | +20.8% | -1.5% | +22.2% | +21.1% |
| 30D | +27.1% | -15.6% | +42.7% | +30.3% |
| 3M | +14.7% | -19.5% | +34.2% | +18.2% |
| 6M | -26.8% | -31.9% | +5.1% | -22.2% |
| YTD | -59.2% | -11.0% | -48.3% | -60.7% |
| 1Y | -64.7% | -2.1% | -62.6% | -67.2% |
| All | -75.6% | +1.7% | -77.4% | -77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling