-84.6%
TTD vs VALE
+36.6%
-121.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.5% |
| 7D | +20.8% | -1.5% | +22.2% | +21.3% |
| 30D | +27.1% | -15.6% | +42.7% | +32.6% |
| 3M | +14.7% | -19.5% | +34.2% | +20.8% |
| 6M | -26.8% | -31.9% | +5.1% | -19.5% |
| YTD | -59.2% | -11.0% | -48.3% | -59.7% |
| 1Y | -64.7% | -2.1% | -62.6% | -66.3% |
| 3Y | -75.8% | +1.4% | -77.2% | -77.7% |
| 5Y | -84.6% | +36.2% | -120.7% | -86.9% |
| All | -84.6% | +36.6% | -121.2% | -86.9% |
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