+41.8%
VALE vs TCOM
+21.5%
+20.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.8% |
| 7D | -0.2% | -6.5% | +6.3% | +1.1% |
| 30D | +9.7% | -16.2% | +26.0% | +13.5% |
| 3M | +5.3% | -19.3% | +24.6% | +9.3% |
| 6M | +0.5% | -27.2% | +27.8% | +6.6% |
| YTD | +20.6% | -46.2% | +66.8% | +34.7% |
| 1Y | +57.6% | -46.6% | +104.2% | +76.0% |
| 3Y | +50.6% | +8.4% | +42.2% | +40.4% |
| 5Y | +41.8% | +25.8% | +16.0% | +25.2% |
| All | +41.8% | +21.5% | +20.3% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling