+802.2%
TTMI vs VALE
+40.1%
+762.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | -6.4% | +9.7% | -16.2% | -9.9% |
| 3M | -28.9% | +5.3% | -34.2% | -30.4% |
| 6M | +26.9% | +0.5% | +26.3% | +27.0% |
| YTD | +77.3% | +20.6% | +56.7% | +67.8% |
| 1Y | +147.5% | +57.6% | +89.9% | +116.4% |
| 3Y | +847.6% | +50.6% | +797.1% | +727.8% |
| 5Y | +802.2% | +41.8% | +760.4% | +707.3% |
| All | +802.2% | +40.1% | +762.1% | +707.3% |
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