+116.0%
VALE vs TW
+206.7%
-90.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -0.3% | -4.5% | +4.2% | +0.8% |
| 30D | +8.6% | -2.3% | +10.9% | +9.1% |
| 3M | +2.0% | +2.6% | -0.6% | +0.7% |
| 6M | +2.1% | -17.5% | +19.7% | +6.1% |
| YTD | +20.2% | -5.3% | +25.5% | +19.7% |
| 1Y | +55.2% | -14.8% | +69.9% | +59.0% |
| 3Y | +45.9% | +18.8% | +27.1% | +30.7% |
| 5Y | +41.4% | +20.7% | +20.7% | +22.7% |
| All | +116.0% | +206.7% | -90.7% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling