+36.6%
VALE vs TYL
-25.2%
+61.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | +0.2% |
| 7D | +1.6% | -3.7% | +5.3% | +2.0% |
| 30D | +5.1% | +18.7% | -13.6% | +3.0% |
| 3M | -0.4% | +18.1% | -18.5% | -2.7% |
| 6M | -2.2% | -1.1% | -1.1% | -2.2% |
| YTD | +20.5% | -19.8% | +40.3% | +25.1% |
| 1Y | +61.2% | -34.3% | +95.5% | +74.5% |
| 3Y | +43.1% | -8.2% | +51.4% | +40.3% |
| All | +36.6% | -25.2% | +61.8% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling