+51.9%
VALE vs TMF
-41.6%
+93.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | +1.6% | -1.4% | +3.0% | +1.8% |
| 30D | +5.1% | -2.8% | +8.0% | +5.4% |
| 3M | -0.4% | -10.9% | +10.5% | +0.7% |
| 6M | -2.2% | -21.3% | +19.1% | 0.0% |
| YTD | +20.5% | -15.9% | +36.4% | +22.5% |
| 1Y | +61.2% | -15.7% | +76.9% | +63.5% |
| All | +51.9% | -41.6% | +93.6% | +60.5% |
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