+1,654.5%
VALE vs TRMB
+2,134.7%
-480.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.1% |
| 7D | -1.5% | +4.1% | -5.6% | -3.1% |
| 30D | -15.6% | -7.0% | -8.7% | -14.4% |
| 3M | -19.5% | -0.9% | -18.6% | -20.7% |
| 6M | -31.9% | -1.2% | -30.7% | -33.3% |
| YTD | -11.0% | -28.7% | +17.8% | -1.5% |
| 1Y | -2.1% | -32.1% | +30.0% | +10.2% |
| 3Y | +1.4% | +33.4% | -32.0% | -16.5% |
| 5Y | +36.2% | -35.6% | +71.8% | +45.1% |
| 10Y | +206.4% | +103.8% | +102.7% | +90.0% |
| All | +1,654.5% | +2,134.7% | -480.2% | +484.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling