+1,124.0%
TTMI vs VALE
+526.3%
+597.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.5% |
| 7D | +0.7% | -0.3% | +0.9% | +0.8% |
| 30D | -8.4% | +8.6% | -17.1% | -11.2% |
| 3M | -32.5% | +2.0% | -34.4% | -33.0% |
| 6M | +32.5% | +2.1% | +30.4% | +32.1% |
| YTD | +83.2% | +20.2% | +63.0% | +73.5% |
| 1Y | +161.7% | +55.2% | +106.5% | +128.7% |
| 3Y | +890.1% | +45.9% | +844.2% | +771.9% |
| 5Y | +832.4% | +41.4% | +791.1% | +692.3% |
| All | +1,124.0% | +526.3% | +597.7% | +547.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling