+2,301.5%
VALE vs TDY
+3,576.5%
-1,275.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | +0.1% |
| 7D | -1.8% | -1.8% | 0.0% | -0.9% |
| 30D | +6.7% | -13.8% | +20.4% | +15.5% |
| 3M | +4.9% | -3.9% | +8.8% | +6.7% |
| 6M | +3.6% | -9.0% | +12.6% | +8.5% |
| YTD | +21.9% | +16.5% | +5.3% | +11.2% |
| 1Y | +61.6% | +9.3% | +52.3% | +52.0% |
| 3Y | +52.1% | +45.1% | +7.0% | +18.9% |
| 5Y | +43.2% | +35.0% | +8.2% | +12.5% |
| 10Y | +521.5% | +469.0% | +52.5% | +102.1% |
| All | +2,301.5% | +3,576.5% | -1,275.0% | +328.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling