+4.0%
VALE vs TMF
-25.3%
+29.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +1.8% | +1.2% | +0.5% | +1.6% |
| 30D | -14.8% | +19.7% | -34.6% | -16.4% |
| 3M | -19.0% | -2.1% | -16.9% | -18.9% |
| 6M | -27.7% | -13.4% | -14.3% | -26.8% |
| YTD | -8.5% | -16.7% | +8.2% | -7.1% |
| 1Y | +2.6% | -23.3% | +26.0% | +4.8% |
| 3Y | +4.0% | -24.8% | +28.9% | +3.1% |
| All | +4.0% | -25.3% | +29.4% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling