+47.9%
VALE vs TCOM
+8.5%
+39.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.2% |
| 7D | -1.8% | -10.2% | +8.3% | 0.0% |
| 30D | +6.7% | -16.8% | +23.5% | +10.1% |
| 3M | +4.9% | -16.7% | +21.6% | +7.9% |
| 6M | +3.6% | -27.1% | +30.7% | +9.3% |
| YTD | +21.9% | -45.5% | +67.4% | +34.8% |
| 1Y | +61.6% | -45.9% | +107.4% | +78.6% |
| All | +47.9% | +8.5% | +39.4% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling