+1,702.7%
VALE vs TYL
+8,227.9%
-6,525.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.0% |
| 7D | +1.8% | +6.7% | -4.9% | -0.5% |
| 30D | -14.8% | +26.5% | -41.4% | -21.8% |
| 3M | -19.0% | +37.3% | -56.3% | -28.2% |
| 6M | -27.7% | +31.2% | -58.9% | -35.9% |
| YTD | -8.5% | -7.4% | -1.2% | -10.0% |
| 1Y | +2.6% | -9.6% | +12.2% | +1.7% |
| 3Y | +4.0% | +1.9% | +2.1% | -4.3% |
| 5Y | +51.2% | -21.1% | +72.3% | +47.7% |
| 10Y | +263.0% | +171.8% | +91.2% | +105.2% |
| All | +1,702.7% | +8,227.9% | -6,525.2% | +214.6% |
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 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