+53.3%
VALE vs TAP
-31.5%
+84.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.4% |
| 7D | +2.9% | -2.3% | +5.2% | +3.2% |
| 30D | +8.8% | -9.4% | +18.2% | +10.0% |
| 3M | +6.8% | -0.8% | +7.6% | +6.5% |
| 6M | +6.9% | -14.7% | +21.7% | +9.0% |
| YTD | +22.8% | -13.9% | +36.8% | +25.0% |
| 1Y | +61.3% | -18.6% | +79.9% | +65.8% |
| 3Y | +53.3% | -32.0% | +85.3% | +62.1% |
| All | +53.3% | -31.5% | +84.8% | +62.1% |
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