+60.5%
TEM vs VALE
+65.6%
-5.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +0.9% | +1.6% | -0.7% | -0.3% |
| 30D | +38.4% | +5.1% | +33.2% | +34.0% |
| 3M | +23.7% | -0.4% | +24.1% | +23.4% |
| 6M | +26.0% | -2.2% | +28.2% | +26.5% |
| YTD | +9.4% | +20.5% | -11.1% | -7.8% |
| 1Y | -17.3% | +61.2% | -78.5% | -44.7% |
| All | +60.5% | +65.6% | -5.0% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling