+1,143.6%
TTMI vs VALE
+2,275.1%
-1,131.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +8.9% |
| 7D | +5.9% | +1.6% | +4.3% | +5.2% |
| 30D | -4.3% | +5.1% | -9.4% | -6.4% |
| 3M | -32.0% | -0.4% | -31.6% | -32.0% |
| 6M | +19.5% | -2.2% | +21.7% | +21.2% |
| YTD | +82.0% | +20.5% | +61.5% | +70.9% |
| 1Y | +172.6% | +61.2% | +111.5% | +130.8% |
| 3Y | +744.7% | +43.1% | +701.5% | +636.2% |
| 5Y | +805.6% | +34.0% | +771.6% | +662.0% |
| 10Y | +1,057.6% | +469.7% | +587.9% | +391.3% |
| All | +1,143.6% | +2,275.1% | -1,131.5% | +32.5% |
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 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