+2,276.6%
VALE vs TKO
+2,832.2%
-555.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.8% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +9.7% | -2.6% | +12.4% | +10.4% |
| 3M | +5.3% | -7.8% | +13.0% | +7.1% |
| 6M | +0.5% | -7.0% | +7.6% | +1.9% |
| YTD | +20.6% | -8.5% | +29.2% | +22.3% |
| 1Y | +57.6% | -1.3% | +58.9% | +55.8% |
| 3Y | +50.6% | +105.0% | -54.4% | +16.3% |
| 5Y | +41.8% | +292.9% | -251.1% | -12.6% |
| 10Y | +515.1% | +979.3% | -464.3% | +148.2% |
| All | +2,276.6% | +2,832.2% | -555.6% | +400.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling