+77.9%
TEM vs VALE
+21.7%
+56.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.1% | -5.3% |
| 7D | -5.9% | -3.2% | -2.7% | -3.8% |
| 30D | +4.8% | -15.1% | +19.9% | +15.2% |
| 3M | +31.9% | -18.7% | +50.6% | +48.5% |
| 6M | +56.0% | -31.5% | +87.5% | +93.4% |
| YTD | +21.3% | -11.4% | +32.7% | +22.3% |
| 1Y | +5.4% | -1.9% | +7.2% | -2.2% |
| All | +77.9% | +21.7% | +56.2% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling