-46.0%
TSLL vs VALE
+3.0%
-49.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.1% | -10.4% | -8.8% |
| 7D | -9.4% | -0.3% | -9.1% | -9.4% |
| 30D | +1.6% | -19.2% | +20.8% | +16.8% |
| 3M | +29.4% | -20.7% | +50.1% | +49.5% |
| 6M | -20.1% | -25.8% | +5.6% | -2.5% |
| YTD | -44.5% | -9.8% | -34.7% | -41.8% |
| 1Y | -46.0% | +3.7% | -49.7% | -58.4% |
| All | -46.0% | +3.0% | -49.0% | -58.4% |
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