+53.3%
VALE vs TLN
+494.5%
-441.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.6% |
| 7D | +2.9% | +10.9% | -8.0% | +1.7% |
| 30D | +8.8% | -6.3% | +15.1% | +9.4% |
| 3M | +6.8% | -10.7% | +17.5% | +7.8% |
| 6M | +6.9% | +1.6% | +5.3% | +6.3% |
| YTD | +22.8% | -13.1% | +35.9% | +23.5% |
| 1Y | +61.3% | -15.1% | +76.3% | +62.2% |
| 3Y | +53.3% | +495.0% | -441.7% | +9.3% |
| All | +53.3% | +494.5% | -441.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling