+37.8%
VALE vs TRGP
+504.4%
-466.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -3.2% | +12.4% | -15.6% | -6.8% |
| 30D | -15.1% | +2.6% | -17.7% | -16.2% |
| 3M | -18.7% | +11.9% | -30.6% | -22.3% |
| 6M | -31.5% | +13.9% | -45.4% | -35.3% |
| YTD | -11.4% | +64.2% | -75.6% | -27.6% |
| 1Y | -1.9% | +78.5% | -80.4% | -22.3% |
| 3Y | +1.7% | +272.9% | -271.2% | -47.6% |
| All | +37.8% | +504.4% | -466.5% | -46.0% |
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