+1,654.5%
VALE vs TAP
+115.6%
+1,538.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | -1.5% | -6.3% | +4.8% | +1.3% |
| 30D | -15.6% | +2.7% | -18.3% | -17.1% |
| 3M | -19.5% | -3.7% | -15.8% | -19.0% |
| 6M | -31.9% | -2.0% | -29.8% | -32.5% |
| YTD | -11.0% | -12.3% | +1.4% | -7.9% |
| 1Y | -2.1% | -10.1% | +7.9% | -0.2% |
| 3Y | +1.4% | -25.3% | +26.7% | +9.1% |
| 5Y | +36.2% | -1.9% | +38.1% | +22.9% |
| 10Y | +206.4% | -47.8% | +254.3% | +253.8% |
| All | +1,654.5% | +115.6% | +1,538.9% | +943.3% |
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