+98.0%
VALE vs TMF
-69.2%
+167.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +1.8% | +1.2% | +0.5% | +2.0% |
| 30D | -14.8% | +19.7% | -34.6% | -11.9% |
| 3M | -19.0% | -2.1% | -16.9% | -19.2% |
| 6M | -27.7% | -13.4% | -14.3% | -29.5% |
| YTD | -8.5% | -16.7% | +8.2% | -11.3% |
| 1Y | +2.6% | -23.3% | +26.0% | -2.0% |
| 3Y | +4.0% | -24.8% | +28.9% | +1.5% |
| 5Y | +51.2% | -88.0% | +139.3% | -1.6% |
| 10Y | +263.0% | -84.7% | +347.7% | +188.5% |
| All | +98.0% | -69.2% | +167.1% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling