+489.2%
VALE vs TKO
+989.7%
-500.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -0.3% | +2.3% | -2.6% | -0.8% |
| 30D | +8.6% | -2.5% | +11.1% | +9.2% |
| 3M | +2.0% | -10.6% | +12.6% | +4.3% |
| 6M | +2.1% | -5.1% | +7.2% | +2.8% |
| YTD | +20.2% | -8.2% | +28.4% | +21.6% |
| 1Y | +55.2% | -4.4% | +59.6% | +55.0% |
| 3Y | +45.9% | +100.4% | -54.5% | +17.6% |
| 5Y | +41.4% | +294.3% | -252.9% | -7.6% |
| All | +489.2% | +989.7% | -500.4% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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