+115.1%
VALE vs TENB
+1.3%
+113.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.8% | -1.7% | -0.2% | -1.6% |
| 30D | +6.7% | -8.3% | +14.9% | +7.7% |
| 3M | +4.9% | +26.2% | -21.3% | -0.9% |
| 6M | +3.6% | +60.2% | -56.6% | -7.2% |
| YTD | +21.9% | +43.1% | -21.2% | +10.7% |
| 1Y | +61.6% | +9.4% | +52.2% | +54.9% |
| 3Y | +52.1% | -23.9% | +76.0% | +53.8% |
| 5Y | +43.2% | -28.2% | +71.4% | +38.7% |
| All | +115.1% | +1.3% | +113.8% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling