+51.9%
VALE vs TYL
-6.4%
+58.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | -0.3% |
| 7D | +1.6% | -3.7% | +5.3% | +1.6% |
| 30D | +5.1% | +18.7% | -13.6% | +5.2% |
| 3M | -0.4% | +18.1% | -18.5% | -0.3% |
| 6M | -2.2% | -1.1% | -1.1% | -1.4% |
| YTD | +20.5% | -19.8% | +40.3% | +25.0% |
| 1Y | +61.2% | -34.3% | +95.5% | +72.8% |
| All | +51.9% | -6.4% | +58.4% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling