+41.8%
VALE vs TD
+122.4%
-80.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.6% |
| 7D | -0.2% | -2.6% | +2.4% | +1.5% |
| 30D | +9.7% | -1.0% | +10.8% | +10.2% |
| 3M | +5.3% | +5.6% | -0.4% | +1.1% |
| 6M | +0.5% | +27.1% | -26.5% | -14.5% |
| YTD | +20.6% | +29.4% | -8.8% | +1.4% |
| 1Y | +57.6% | +60.7% | -3.1% | +14.9% |
| 3Y | +50.6% | +127.6% | -77.1% | -14.5% |
| 5Y | +41.8% | +125.4% | -83.6% | -24.1% |
| All | +41.8% | +122.4% | -80.6% | -24.1% |
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