+80.5%
TSEM vs VALE
+3.0%
+77.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.1% | -12.8% | -11.3% |
| 7D | -23.1% | -0.3% | -22.8% | -23.2% |
| 30D | -40.4% | -19.2% | -21.2% | -30.7% |
| 3M | -37.9% | -20.7% | -17.2% | -27.1% |
| 6M | -30.8% | -25.8% | -5.0% | -14.5% |
| YTD | +26.7% | -9.8% | +36.5% | +33.2% |
| 1Y | +80.5% | +3.7% | +76.8% | +43.4% |
| All | +80.5% | +3.0% | +77.5% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling