-51.7%
TSLL vs VALE
+25.9%
-77.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +3.3% |
| 7D | -11.0% | +5.5% | -16.5% | -14.5% |
| 30D | -5.3% | -15.0% | +9.7% | +6.0% |
| 3M | +20.8% | -20.0% | +40.8% | +40.7% |
| 6M | -36.0% | -28.4% | -7.6% | -18.6% |
| YTD | -47.3% | -8.6% | -38.7% | -45.1% |
| 1Y | -48.4% | +2.0% | -50.4% | -50.6% |
| 3Y | -5.4% | +4.1% | -9.5% | -14.1% |
| All | -51.7% | +25.9% | -77.6% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling