+220.4%
TSEM vs VALE
+57.8%
+162.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -4.9% | -0.3% | -4.6% | -4.7% |
| 30D | -18.7% | +8.6% | -27.4% | -23.7% |
| 3M | -18.1% | +2.0% | -20.1% | -19.4% |
| 6M | +77.1% | +2.1% | +75.0% | +74.8% |
| YTD | +80.1% | +20.2% | +59.9% | +53.9% |
| 1Y | +220.4% | +55.2% | +165.2% | +112.4% |
| All | +220.4% | +57.8% | +162.6% | +112.4% |
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