+786.5%
TSEM vs VALE
+204.8%
+581.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.4% | -6.8% |
| 7D | +7.0% | -3.2% | +10.1% | +8.2% |
| 30D | -29.8% | -15.1% | -14.7% | -26.2% |
| 3M | -41.9% | -18.7% | -23.2% | -38.1% |
| 6M | -45.8% | -31.5% | -14.3% | -38.9% |
| YTD | +25.1% | -11.4% | +36.5% | +30.5% |
| 1Y | +48.2% | -1.9% | +50.1% | +50.0% |
| 3Y | +476.5% | +1.7% | +474.8% | +471.0% |
| 5Y | +301.4% | +35.4% | +266.0% | +243.2% |
| All | +786.5% | +204.8% | +581.7% | +545.9% |
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