-2.2%
VALE vs TMF
-21.7%
+19.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | +1.6% | -1.4% | +3.0% | +2.2% |
| 30D | +5.1% | -2.8% | +8.0% | +6.3% |
| 3M | -0.4% | -10.9% | +10.5% | +4.5% |
| 6M | -2.2% | -21.3% | +19.1% | +11.3% |
| All | -2.2% | -21.7% | +19.4% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling