-80.9%
TTD vs VALE
+43.3%
-124.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -4.6% | -1.8% | -2.8% | -4.1% |
| 30D | +3.7% | +6.7% | -3.0% | +1.5% |
| 3M | -30.2% | +4.9% | -35.1% | -31.6% |
| 6M | -51.4% | +3.6% | -55.0% | -52.6% |
| YTD | -63.4% | +21.9% | -85.3% | -66.9% |
| 1Y | -73.5% | +61.6% | -135.1% | -78.6% |
| 3Y | -83.5% | +52.1% | -135.6% | -86.6% |
| 5Y | -80.9% | +43.2% | -124.1% | -85.1% |
| All | -80.9% | +43.3% | -124.2% | -85.1% |
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