+2,301.5%
VALE vs TECK
+2,212.2%
+89.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.4% |
| 7D | -1.8% | +4.9% | -6.7% | -4.3% |
| 30D | +6.7% | +5.2% | +1.5% | +3.8% |
| 3M | +4.9% | +13.8% | -8.9% | -2.6% |
| 6M | +3.6% | +38.5% | -34.9% | -13.6% |
| YTD | +21.9% | +47.3% | -25.5% | -1.8% |
| 1Y | +61.6% | +81.0% | -19.4% | +16.0% |
| 3Y | +52.1% | +79.9% | -27.7% | +2.6% |
| 5Y | +43.2% | +207.9% | -164.7% | -31.1% |
| 10Y | +521.5% | +389.5% | +132.0% | +100.7% |
| All | +2,301.5% | +2,212.2% | +89.3% | +547.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling