+489.2%
VALE vs TECK
+377.7%
+111.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -0.3% | -3.8% | +3.6% | +1.5% |
| 30D | +8.6% | +0.7% | +7.9% | +7.9% |
| 3M | +2.0% | +4.6% | -2.6% | -1.2% |
| 6M | +2.1% | +25.1% | -23.0% | -10.2% |
| YTD | +20.2% | +39.2% | -19.0% | -0.2% |
| 1Y | +55.2% | +60.3% | -5.2% | +18.8% |
| 3Y | +45.9% | +62.9% | -17.0% | +3.9% |
| 5Y | +41.4% | +181.5% | -140.1% | -29.7% |
| All | +489.2% | +377.7% | +111.5% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling