+52.2%
TEM vs VALE
+67.4%
-15.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.2% |
| 7D | -1.1% | -1.8% | +0.8% | -0.1% |
| 30D | +11.3% | +6.7% | +4.6% | +6.8% |
| 3M | +25.5% | +4.9% | +20.6% | +21.1% |
| 6M | +17.1% | +3.6% | +13.5% | +13.9% |
| YTD | +3.8% | +21.9% | -18.1% | -13.1% |
| 1Y | -24.4% | +61.6% | -85.9% | -49.4% |
| All | +52.2% | +67.4% | -15.2% | -13.7% |
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