-48.9%
TSLL vs VALE
+5.1%
-54.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.3% | +7.6% | +8.9% |
| 7D | -14.3% | +5.6% | -19.9% | -17.0% |
| 30D | -6.2% | -12.1% | +6.0% | +1.8% |
| 3M | +21.2% | -16.3% | +37.5% | +34.7% |
| 6M | -36.6% | -26.0% | -10.6% | -23.3% |
| YTD | -47.8% | -5.5% | -42.3% | -43.1% |
| All | -48.9% | +5.1% | -54.0% | -49.3% |
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 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