+486.8%
VALE vs TYL
+106.7%
+380.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +2.9% |
| 7D | +2.9% | -7.6% | +10.5% | +4.6% |
| 30D | +8.8% | +11.3% | -2.5% | +6.0% |
| 3M | +6.8% | +14.5% | -7.7% | +2.8% |
| 6M | +6.9% | -7.1% | +14.1% | +7.6% |
| YTD | +22.8% | -23.4% | +46.2% | +29.1% |
| 1Y | +61.3% | -38.6% | +99.8% | +80.3% |
| 3Y | +53.3% | -11.3% | +64.6% | +49.4% |
| 5Y | +44.9% | -28.0% | +72.8% | +47.4% |
| 10Y | +486.8% | +104.9% | +381.9% | +340.7% |
| All | +486.8% | +106.7% | +380.1% | +340.7% |
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