+1,033.9%
VALE vs TCOM
+2,658.7%
-1,624.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.3% |
| 7D | +2.9% | -7.6% | +10.5% | +5.4% |
| 30D | +8.8% | -12.2% | +21.0% | +13.1% |
| 3M | +6.8% | -14.2% | +21.0% | +11.0% |
| 6M | +6.9% | -25.0% | +31.9% | +15.8% |
| YTD | +22.8% | -43.7% | +66.5% | +43.3% |
| 1Y | +61.3% | -44.5% | +105.8% | +88.6% |
| 3Y | +53.3% | +13.4% | +39.9% | +36.2% |
| 5Y | +44.9% | +26.5% | +18.4% | +12.9% |
| 10Y | +486.8% | -10.3% | +497.1% | +375.3% |
| All | +1,033.9% | +2,658.7% | -1,624.8% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling