+5.0%
TSLL vs VALE
-20.2%
+25.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.2% | -22.1% | -21.9% |
| 7D | -28.9% | +2.4% | -31.3% | -29.1% |
| 30D | -21.4% | -18.7% | -2.8% | -13.3% |
| 3M | +5.0% | -21.2% | +26.2% | +15.3% |
| All | +5.0% | -20.2% | +25.1% | +15.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling