+37.8%
VALE vs TD
+101.4%
-63.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.2% | +1.1% | -4.3% | -3.8% |
| 30D | -15.1% | +5.2% | -20.3% | -18.1% |
| 3M | -18.7% | +1.2% | -19.9% | -19.8% |
| 6M | -31.5% | +17.7% | -49.2% | -39.0% |
| YTD | -11.4% | +34.2% | -45.7% | -27.6% |
| 1Y | -1.9% | +55.4% | -57.3% | -27.1% |
| 3Y | +1.7% | +130.4% | -128.7% | -42.9% |
| All | +37.8% | +101.4% | -63.5% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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