+133.4%
TSEM vs VALE
+2,275.1%
-2,141.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.3% | +8.1% | +7.9% |
| 7D | +6.9% | +1.6% | +5.3% | +6.4% |
| 30D | +5.3% | +5.1% | +0.2% | +3.7% |
| 3M | -14.9% | -0.4% | -14.5% | -14.8% |
| 6M | +80.0% | -2.2% | +82.2% | +81.7% |
| YTD | +89.4% | +20.5% | +68.8% | +80.3% |
| 1Y | +253.1% | +61.2% | +191.9% | +211.6% |
| 3Y | +642.1% | +43.1% | +599.0% | +568.1% |
| 5Y | +659.1% | +34.0% | +625.1% | +562.9% |
| 10Y | +1,291.4% | +469.7% | +821.7% | +668.6% |
| All | +133.4% | +2,275.1% | -2,141.6% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling