+41.8%
VALE vs TRGP
+627.0%
-585.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -0.2% | -0.6% | +0.4% | 0.0% |
| 30D | +9.7% | +10.0% | -0.2% | +5.9% |
| 3M | +5.3% | +7.6% | -2.3% | +2.0% |
| 6M | +0.5% | +26.8% | -26.2% | -8.8% |
| YTD | +20.6% | +60.6% | -39.9% | -0.2% |
| 1Y | +57.6% | +82.5% | -24.9% | +23.4% |
| 3Y | +50.6% | +265.0% | -214.5% | -21.6% |
| 5Y | +41.8% | +645.9% | -604.0% | -49.8% |
| All | +41.8% | +627.0% | -585.2% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling