+3.7%
VALE vs TMF
-23.9%
+27.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.7% |
| 7D | -0.3% | +4.0% | -4.3% | -1.0% |
| 30D | -19.2% | +19.5% | -38.7% | -22.2% |
| 3M | -20.7% | -3.5% | -17.2% | -19.6% |
| 6M | -25.8% | -10.6% | -15.2% | -23.6% |
| YTD | -9.8% | -17.1% | +7.3% | -5.8% |
| 1Y | +3.7% | -24.3% | +27.9% | +7.8% |
| All | +3.7% | -23.9% | +27.6% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling