+222.3%
VALE vs TYL
+174.6%
+47.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +3.4% |
| 7D | +5.6% | +3.5% | +2.0% | +4.8% |
| 30D | -12.1% | +26.9% | -39.0% | -16.5% |
| 3M | -16.3% | +33.8% | -50.1% | -21.7% |
| 6M | -26.0% | +28.8% | -54.8% | -30.7% |
| YTD | -5.5% | -7.9% | +2.4% | -4.7% |
| 1Y | +6.7% | -9.8% | +16.5% | +8.2% |
| 3Y | +10.2% | +1.2% | +9.0% | +5.0% |
| 5Y | +49.7% | -22.8% | +72.5% | +52.9% |
| 10Y | +222.3% | +168.8% | +53.5% | +118.4% |
| All | +222.3% | +174.6% | +47.7% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling