+379.4%
TTD vs VALE
+498.5%
-119.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | +6.3% | +1.6% | +4.7% | +5.8% |
| 30D | -23.9% | +5.1% | -29.0% | -25.3% |
| 3M | -31.4% | -0.4% | -31.0% | -31.6% |
| 6M | -42.7% | -2.2% | -40.5% | -43.2% |
| YTD | -62.0% | +20.5% | -82.5% | -65.5% |
| 1Y | -72.2% | +61.2% | -133.4% | -77.4% |
| 3Y | -81.9% | +43.1% | -125.1% | -85.0% |
| 5Y | -81.5% | +34.0% | -115.5% | -84.9% |
| All | +379.4% | +498.5% | -119.1% | +117.1% |
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 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