+2,275.1%
VALE vs TAP
+120.7%
+2,154.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.6% | -2.3% | +3.9% | +2.6% |
| 30D | +5.1% | -2.1% | +7.3% | +5.9% |
| 3M | -0.4% | +6.6% | -7.0% | -4.3% |
| 6M | -2.2% | -11.5% | +9.3% | +2.0% |
| YTD | +20.5% | -10.3% | +30.8% | +24.3% |
| 1Y | +61.2% | -14.4% | +75.6% | +68.6% |
| 3Y | +43.1% | -28.3% | +71.4% | +58.3% |
| 5Y | +34.0% | +1.7% | +32.2% | +19.3% |
| 10Y | +469.7% | -49.2% | +518.9% | +574.9% |
| All | +2,275.1% | +120.7% | +2,154.3% | +1,308.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling