+1,701.1%
VALE vs TYL
+8,326.1%
-6,625.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +1.3% | +0.5% | +0.8% | +1.1% |
| 30D | -14.3% | +25.2% | -39.5% | -21.0% |
| 3M | -16.8% | +31.8% | -48.6% | -25.2% |
| 6M | -30.2% | +36.3% | -66.5% | -38.9% |
| YTD | -8.6% | -6.3% | -2.3% | -10.5% |
| 1Y | +1.6% | -9.5% | +11.1% | +0.7% |
| 3Y | +4.1% | +1.6% | +2.5% | -4.2% |
| 5Y | +38.7% | -21.8% | +60.4% | +35.9% |
| 10Y | +214.6% | +183.3% | +31.3% | +75.0% |
| All | +1,701.1% | +8,326.1% | -6,625.0% | +213.0% |
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