+43.6%
VALE vs TMF
-88.0%
+131.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +1.8% | +1.2% | +0.5% | +1.7% |
| 30D | -14.8% | +19.7% | -34.6% | -15.5% |
| 3M | -19.0% | -2.1% | -16.9% | -19.0% |
| 6M | -27.7% | -13.4% | -14.3% | -27.3% |
| YTD | -8.5% | -16.7% | +8.2% | -8.0% |
| 1Y | +2.6% | -23.3% | +26.0% | +3.5% |
| 3Y | +4.0% | -24.8% | +28.9% | +4.8% |
| All | +43.6% | -88.0% | +131.5% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling