+48.2%
TSEM vs VALE
-2.8%
+51.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.4% | -6.6% |
| 7D | +7.0% | -3.2% | +10.1% | +9.3% |
| 30D | -29.8% | -15.1% | -14.7% | -21.7% |
| 3M | -41.9% | -18.7% | -23.2% | -33.4% |
| 6M | -45.8% | -31.5% | -14.3% | -30.3% |
| YTD | +25.1% | -11.4% | +36.5% | +41.0% |
| 1Y | +48.2% | -1.9% | +50.1% | +56.3% |
| All | +48.2% | -2.8% | +51.0% | +56.3% |
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