+55.2%
VALE vs TCOM
-46.9%
+102.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.3% |
| 7D | -0.3% | -4.9% | +4.6% | -0.3% |
| 30D | +8.6% | -14.4% | +23.0% | +8.5% |
| 3M | +2.0% | -17.7% | +19.6% | +2.1% |
| 6M | +2.1% | -25.1% | +27.2% | +2.3% |
| YTD | +20.2% | -45.7% | +66.0% | +16.9% |
| 1Y | +55.2% | -47.9% | +103.0% | +48.7% |
| All | +55.2% | -46.9% | +102.1% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling