+51.3%
VALE vs TPG
+71.4%
-20.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.1% |
| 7D | -0.2% | -11.8% | +11.6% | +2.6% |
| 30D | +9.7% | -6.3% | +16.0% | +11.1% |
| 3M | +5.3% | +13.6% | -8.3% | +1.6% |
| 6M | +0.5% | +13.8% | -13.3% | -3.3% |
| YTD | +20.6% | -23.7% | +44.3% | +26.7% |
| 1Y | +57.6% | -18.2% | +75.8% | +62.0% |
| 3Y | +50.6% | +80.1% | -29.6% | +21.3% |
| All | +51.3% | +71.4% | -20.1% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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