+521.5%
VALE vs TAP
-51.4%
+572.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.4% |
| 7D | -1.8% | -5.1% | +3.2% | -0.1% |
| 30D | +6.7% | -8.4% | +15.1% | +9.8% |
| 3M | +4.9% | -3.9% | +8.8% | +5.6% |
| 6M | +3.6% | -14.4% | +18.0% | +8.5% |
| YTD | +21.9% | -14.7% | +36.6% | +27.3% |
| 1Y | +61.6% | -18.7% | +80.2% | +70.9% |
| 3Y | +52.1% | -32.6% | +84.8% | +69.8% |
| 5Y | +43.2% | -1.4% | +44.6% | +29.7% |
| 10Y | +521.5% | -50.4% | +571.9% | +544.4% |
| All | +521.5% | -51.4% | +572.9% | +544.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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