+160.8%
VALE vs TMF
-68.9%
+229.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.2% |
| 7D | +1.6% | -1.4% | +3.0% | +1.3% |
| 30D | +5.1% | -2.8% | +8.0% | +4.6% |
| 3M | -0.4% | -10.9% | +10.5% | -2.4% |
| 6M | -2.2% | -21.3% | +19.1% | -6.5% |
| YTD | +20.5% | -15.9% | +36.4% | +16.9% |
| 1Y | +61.2% | -15.7% | +76.9% | +56.7% |
| 3Y | +43.1% | -43.4% | +86.5% | +31.1% |
| 5Y | +34.0% | -87.8% | +121.7% | -12.2% |
| 10Y | +469.7% | -86.7% | +556.4% | +334.6% |
| All | +160.8% | -68.9% | +229.7% | +232.8% |
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