+617.0%
TSEM vs VALE
+40.1%
+576.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.6% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -16.6% | +9.7% | -26.4% | -18.9% |
| 3M | -10.9% | +5.3% | -16.2% | -12.1% |
| 6M | +78.0% | +0.5% | +77.5% | +78.1% |
| YTD | +77.2% | +20.6% | +56.6% | +70.3% |
| 1Y | +207.6% | +57.6% | +150.0% | +180.1% |
| 3Y | +637.8% | +50.6% | +587.3% | +567.9% |
| 5Y | +617.0% | +41.8% | +575.1% | +555.3% |
| All | +617.0% | +40.1% | +576.8% | +555.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling