+3.7%
VALE vs TDY
+22.9%
-19.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.8% | +8.9% | +6.1% |
| 7D | -0.3% | -5.0% | +4.7% | +1.6% |
| 30D | -19.2% | +2.0% | -21.2% | -20.7% |
| 3M | -20.7% | -7.7% | -13.0% | -17.9% |
| 6M | -25.8% | -0.9% | -24.9% | -26.5% |
| YTD | -9.8% | +23.7% | -33.5% | -19.5% |
| 1Y | +3.7% | +23.6% | -20.0% | -7.6% |
| All | +3.7% | +22.9% | -19.2% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling