+3.7%
VALE vs TYL
-10.1%
+13.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.7% | -0.6% | +4.8% |
| 7D | -0.3% | +17.3% | -17.6% | +2.3% |
| 30D | -19.2% | +28.9% | -48.1% | -15.6% |
| 3M | -20.7% | +35.1% | -55.8% | -16.2% |
| 6M | -25.8% | +29.3% | -55.1% | -21.7% |
| YTD | -9.8% | -6.8% | -3.0% | -6.9% |
| 1Y | +3.7% | -9.9% | +13.6% | +6.9% |
| All | +3.7% | -10.1% | +13.7% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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