+4.1%
VALE vs TAP
-23.3%
+27.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.3% |
| 7D | +5.5% | -4.5% | +10.0% | +5.9% |
| 30D | -15.0% | +7.5% | -22.5% | -15.6% |
| 3M | -20.0% | -4.9% | -15.1% | -19.7% |
| 6M | -28.4% | -3.5% | -24.9% | -28.2% |
| YTD | -8.6% | -11.4% | +2.8% | -7.4% |
| 1Y | +2.0% | -10.8% | +12.8% | +3.1% |
| 3Y | +4.1% | -24.5% | +28.6% | +6.9% |
| All | +4.1% | -23.3% | +27.3% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling