+420.9%
TTD vs VALE
+339.8%
+81.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +21.3% | -3.2% | +24.5% | +22.7% |
| 30D | +28.7% | -15.1% | +43.8% | +35.7% |
| 3M | +7.7% | -18.7% | +26.4% | +14.8% |
| 6M | -23.5% | -31.5% | +8.0% | -14.0% |
| YTD | -58.7% | -11.4% | -47.3% | -58.5% |
| 1Y | -63.4% | -1.9% | -61.6% | -64.8% |
| 3Y | -75.3% | +1.7% | -77.0% | -77.0% |
| 5Y | -84.4% | +35.4% | -119.8% | -87.5% |
| 10Y | +516.1% | +204.8% | +311.3% | +299.2% |
| All | +420.9% | +339.8% | +81.1% | +160.7% |
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