+57.6%
VALE vs TRMB
-29.0%
+86.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -1.0% |
| 7D | -0.2% | -5.4% | +5.2% | +0.2% |
| 30D | +9.7% | -2.0% | +11.7% | +9.9% |
| 3M | +5.3% | +12.3% | -7.1% | +4.0% |
| 6M | +0.5% | -17.6% | +18.2% | +2.5% |
| YTD | +20.6% | -27.5% | +48.1% | +26.3% |
| 1Y | +57.6% | -29.1% | +86.7% | +64.3% |
| All | +57.6% | -29.0% | +86.6% | +64.3% |
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