+41.8%
VALE vs TENB
-32.3%
+74.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.8% | -0.5% |
| 7D | -0.2% | -7.1% | +6.9% | +0.6% |
| 30D | +9.7% | -15.4% | +25.1% | +11.4% |
| 3M | +5.3% | +19.5% | -14.3% | +2.0% |
| 6M | +0.5% | +54.8% | -54.3% | -6.1% |
| YTD | +20.6% | +36.1% | -15.5% | +14.1% |
| 1Y | +57.6% | +7.0% | +50.6% | +54.8% |
| 3Y | +50.6% | -27.6% | +78.1% | +54.6% |
| 5Y | +41.8% | -30.5% | +72.3% | +37.4% |
| All | +41.8% | -32.3% | +74.1% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 5y: compounded portfolio wealth divided by compounded TENB 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…
5y analysis · Full analysis span regression · 6 months rolling