+2,275.1%
VALE vs TYL
+7,108.5%
-4,833.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | +1.1% |
| 7D | +1.6% | -3.7% | +5.3% | +2.9% |
| 30D | +5.1% | +18.7% | -13.6% | -1.3% |
| 3M | -0.4% | +18.1% | -18.5% | -7.3% |
| 6M | -2.2% | -1.1% | -1.1% | -4.1% |
| YTD | +20.5% | -19.8% | +40.3% | +25.5% |
| 1Y | +61.2% | -34.3% | +95.5% | +79.8% |
| 3Y | +43.1% | -8.2% | +51.4% | +36.9% |
| 5Y | +34.0% | -25.4% | +59.4% | +33.5% |
| 10Y | +469.7% | +115.6% | +354.1% | +253.2% |
| All | +2,275.1% | +7,108.5% | -4,833.4% | +338.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling