+2,275.1%
VALE vs TD
+2,163.1%
+111.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +1.0% |
| 7D | +1.6% | +0.3% | +1.3% | +1.2% |
| 30D | +5.1% | +0.4% | +4.7% | +4.4% |
| 3M | -0.4% | +7.6% | -8.0% | -7.6% |
| 6M | -2.2% | +25.0% | -27.2% | -21.1% |
| YTD | +20.5% | +31.0% | -10.5% | -7.2% |
| 1Y | +61.2% | +65.2% | -4.0% | -0.8% |
| 3Y | +43.1% | +122.5% | -79.4% | -35.8% |
| 5Y | +34.0% | +124.8% | -90.8% | -41.9% |
| 10Y | +469.7% | +298.2% | +171.4% | +43.1% |
| All | +2,275.1% | +2,163.1% | +111.9% | +133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling