+51.9%
VALE vs TPR
+308.4%
-256.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.6% | -2.3% | +3.9% | +2.1% |
| 30D | +5.1% | -23.0% | +28.1% | +11.0% |
| 3M | -0.4% | -12.5% | +12.1% | +1.9% |
| 6M | -2.2% | -21.4% | +19.2% | +2.1% |
| YTD | +20.5% | -3.5% | +24.0% | +20.4% |
| 1Y | +61.2% | +17.4% | +43.8% | +53.5% |
| All | +51.9% | +308.4% | -256.4% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling