+204.8%
VALE vs TPR
+364.3%
-159.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | -15.1% | +15.1% | -30.2% | -18.9% |
| 3M | -18.7% | +3.5% | -22.2% | -20.0% |
| 6M | -31.5% | +0.4% | -31.9% | -32.6% |
| YTD | -11.4% | +4.6% | -16.0% | -14.6% |
| 1Y | -1.9% | +33.1% | -35.0% | -12.4% |
| 3Y | +1.7% | +396.0% | -394.3% | -44.1% |
| 5Y | +35.4% | +230.3% | -194.8% | -18.2% |
| All | +204.8% | +364.3% | -159.5% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling