+204.8%
VALE vs TMF
-82.1%
+286.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.7% |
| 7D | -3.2% | -9.3% | +6.1% | -4.2% |
| 30D | -15.1% | +1.9% | -17.0% | -14.8% |
| 3M | -18.7% | -11.2% | -7.5% | -19.6% |
| 6M | -31.5% | -17.7% | -13.8% | -32.8% |
| YTD | -11.4% | -24.5% | +13.0% | -14.0% |
| 1Y | -1.9% | -29.4% | +27.6% | -5.4% |
| 3Y | +1.7% | -33.4% | +35.1% | -0.8% |
| 5Y | +35.4% | -88.7% | +124.1% | -7.0% |
| All | +204.8% | -82.1% | +286.9% | +145.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling