+45.9%
VALE vs TDY
+46.9%
-1.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.8% |
| 7D | -0.3% | -1.1% | +0.9% | +0.1% |
| 30D | +8.6% | -12.0% | +20.7% | +13.6% |
| 3M | +2.0% | -3.2% | +5.2% | +2.8% |
| 6M | +2.1% | -7.9% | +10.0% | +4.6% |
| YTD | +20.2% | +18.2% | +2.0% | +14.9% |
| 1Y | +55.2% | +6.7% | +48.5% | +51.9% |
| 3Y | +45.9% | +47.5% | -1.7% | +31.0% |
| All | +45.9% | +46.9% | -1.0% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling