+59.7%
TEM vs VALE
+68.7%
-9.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.6% |
| 7D | +3.2% | +2.9% | +0.3% | +1.2% |
| 30D | +23.5% | +8.8% | +14.7% | +17.2% |
| 3M | +32.3% | +6.8% | +25.5% | +26.3% |
| 6M | +23.0% | +6.9% | +16.1% | +17.4% |
| YTD | +8.9% | +22.8% | -13.9% | -9.3% |
| 1Y | -19.9% | +61.3% | -81.1% | -46.3% |
| All | +59.7% | +68.7% | -9.0% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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