+1,428.0%
TTWO vs VALE
+2,276.6%
-848.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.0% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | -13.4% | +9.7% | -23.1% | -15.4% |
| 3M | +3.1% | +5.3% | -2.2% | +1.5% |
| 6M | +3.8% | +0.5% | +3.2% | +2.8% |
| YTD | -15.3% | +20.6% | -35.9% | -20.0% |
| 1Y | -11.1% | +57.6% | -68.7% | -21.4% |
| 3Y | +52.0% | +50.6% | +1.4% | +33.5% |
| 5Y | +40.9% | +41.8% | -0.9% | +20.6% |
| 10Y | +407.6% | +515.1% | -107.5% | +164.8% |
| All | +1,428.0% | +2,276.6% | -848.6% | +431.5% |
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