+486.8%
VALE vs TPR
+305.2%
+181.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +3.1% |
| 7D | +2.9% | -3.4% | +6.3% | +4.0% |
| 30D | +8.8% | -27.3% | +36.1% | +19.4% |
| 3M | +6.8% | -16.2% | +23.0% | +11.8% |
| 6M | +6.9% | -17.9% | +24.8% | +12.2% |
| YTD | +22.8% | -7.1% | +29.9% | +23.3% |
| 1Y | +61.3% | +13.6% | +47.6% | +50.9% |
| 3Y | +53.3% | +293.7% | -240.4% | -9.3% |
| 5Y | +44.9% | +239.1% | -194.2% | -14.2% |
| 10Y | +486.8% | +311.2% | +175.6% | +165.7% |
| All | +486.8% | +305.2% | +181.6% | +165.7% |
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