+43.6%
VALE vs TPR
+253.5%
-210.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | +1.8% | +14.2% | -12.4% | -1.5% |
| 30D | -14.8% | +17.1% | -31.9% | -18.2% |
| 3M | -19.0% | -17.7% | -1.3% | -15.6% |
| 6M | -27.7% | -10.2% | -17.5% | -26.7% |
| YTD | -8.5% | +4.9% | -13.4% | -11.0% |
| 1Y | +2.6% | +36.1% | -33.5% | -6.6% |
| 3Y | +4.0% | +416.5% | -412.4% | -37.0% |
| All | +43.6% | +253.5% | -210.0% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling