+40.9%
VALE vs TRI
-10.0%
+50.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -0.3% | -7.9% | +7.6% | +0.1% |
| 30D | +8.6% | -4.5% | +13.1% | +8.8% |
| 3M | +2.0% | +22.1% | -20.1% | -0.2% |
| 6M | +2.1% | -2.8% | +4.9% | +2.3% |
| YTD | +20.2% | -23.4% | +43.6% | +26.0% |
| 1Y | +55.2% | -41.5% | +96.7% | +73.9% |
| 3Y | +45.9% | -19.2% | +65.1% | +44.6% |
| All | +40.9% | -10.0% | +50.9% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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