+43.2%
VALE vs TRMB
-39.0%
+82.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.2% |
| 7D | -1.8% | -2.9% | +1.0% | -1.2% |
| 30D | +6.7% | -1.8% | +8.4% | +7.0% |
| 3M | +4.9% | +8.4% | -3.5% | +2.3% |
| 6M | +3.6% | -18.5% | +22.1% | +8.6% |
| YTD | +21.9% | -26.7% | +48.6% | +31.0% |
| 1Y | +61.6% | -28.3% | +89.9% | +74.2% |
| 3Y | +52.1% | +12.6% | +39.5% | +41.6% |
| 5Y | +43.2% | -38.7% | +81.9% | +63.4% |
| All | +43.2% | -39.0% | +82.2% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling