+55.2%
VALE vs TRGP
+82.5%
-27.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.3% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | +8.6% | +8.0% | +0.6% | +8.1% |
| 3M | +2.0% | +8.3% | -6.3% | +1.4% |
| 6M | +2.1% | +23.9% | -21.8% | -0.6% |
| YTD | +20.2% | +59.6% | -39.4% | +11.7% |
| 1Y | +55.2% | +79.4% | -24.3% | +39.2% |
| All | +55.2% | +82.5% | -27.3% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling