+2,199.3%
VALE vs TRI
+507.2%
+1,692.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.4% |
| 7D | -1.8% | -8.4% | +6.6% | +3.1% |
| 30D | +6.7% | -6.5% | +13.1% | +9.9% |
| 3M | +4.9% | +18.6% | -13.7% | -11.5% |
| 6M | +3.6% | -10.4% | +14.0% | +2.2% |
| YTD | +21.9% | -23.7% | +45.6% | +29.5% |
| 1Y | +61.6% | -42.5% | +104.0% | +111.2% |
| 3Y | +52.1% | -19.3% | +71.4% | +43.8% |
| 5Y | +43.2% | -9.7% | +52.8% | +18.2% |
| 10Y | +521.5% | +194.4% | +327.1% | +73.3% |
| All | +2,199.3% | +507.2% | +1,692.2% | +298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling