-52.1%
TSLL vs VALE
+30.2%
-82.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.3% | +7.6% | +8.5% |
| 7D | -14.3% | +5.6% | -19.9% | -17.7% |
| 30D | -6.2% | -12.1% | +6.0% | +2.7% |
| 3M | +21.2% | -16.3% | +37.5% | +36.7% |
| 6M | -36.6% | -26.0% | -10.6% | -21.2% |
| YTD | -47.8% | -5.5% | -42.3% | -46.8% |
| 1Y | -45.2% | +6.7% | -51.9% | -49.2% |
| 3Y | -3.3% | +10.2% | -13.4% | -14.9% |
| All | -52.1% | +30.2% | -82.3% | -60.7% |
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