+1.7%
VALE vs TYL
+1.3%
+0.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -3.2% | +0.8% | -4.0% | -3.2% |
| 30D | -15.1% | +21.1% | -36.2% | -14.4% |
| 3M | -18.7% | +28.9% | -47.6% | -17.9% |
| 6M | -31.5% | +42.0% | -73.5% | -30.6% |
| YTD | -11.4% | -6.6% | -4.8% | -7.9% |
| 1Y | -1.9% | -9.1% | +7.2% | +2.4% |
| 3Y | +1.7% | +1.8% | -0.2% | +3.2% |
| All | +1.7% | +1.3% | +0.3% | +3.2% |
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