+1,282.5%
TSEM vs VALE
+526.3%
+756.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -18.7% | +8.6% | -27.4% | -20.9% |
| 3M | -18.1% | +2.0% | -20.1% | -18.7% |
| 6M | +77.1% | +2.1% | +75.0% | +76.4% |
| YTD | +80.1% | +20.2% | +59.9% | +71.0% |
| 1Y | +220.4% | +55.2% | +165.2% | +183.3% |
| 3Y | +650.1% | +45.9% | +604.2% | +565.7% |
| 5Y | +628.9% | +41.4% | +587.5% | +518.6% |
| All | +1,282.5% | +526.3% | +756.1% | +789.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling