-83.3%
TTD vs VALE
+53.3%
-136.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.2% |
| 7D | +1.7% | +2.9% | -1.2% | +1.2% |
| 30D | +1.6% | +8.8% | -7.2% | -0.1% |
| 3M | -27.8% | +6.8% | -34.6% | -28.8% |
| 6M | -52.1% | +6.9% | -59.0% | -53.2% |
| YTD | -63.1% | +22.8% | -85.9% | -66.1% |
| 1Y | -73.1% | +61.3% | -134.3% | -77.7% |
| 3Y | -83.3% | +53.3% | -136.6% | -86.3% |
| All | -83.3% | +53.3% | -136.6% | -86.3% |
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