+61.2%
VALE vs TNA
+70.0%
-8.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +5.1% | -4.9% | +10.0% | +6.3% |
| 3M | -0.4% | +0.4% | -0.8% | -1.3% |
| 6M | -2.2% | +32.5% | -34.7% | -11.6% |
| YTD | +20.5% | +53.7% | -33.2% | +5.7% |
| 1Y | +61.2% | +65.1% | -3.9% | +40.7% |
| All | +61.2% | +70.0% | -8.8% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling