+3.7%
VALE vs TRMB
-31.2%
+34.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -17.3% | +21.4% | +3.5% |
| 7D | -0.3% | -15.7% | +15.3% | -1.0% |
| 30D | -19.2% | -7.8% | -11.5% | -20.0% |
| 3M | -20.7% | -9.3% | -11.4% | -21.5% |
| 6M | -25.8% | -20.8% | -5.0% | -25.0% |
| YTD | -9.8% | -30.8% | +21.0% | -7.2% |
| 1Y | +3.7% | -31.0% | +34.7% | +6.1% |
| All | +3.7% | -31.2% | +34.9% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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