-35.3%
TSLL vs VALE
+43.9%
-79.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.6% | -11.6% |
| 7D | +1.9% | +1.6% | +0.3% | -0.2% |
| 30D | +17.8% | +5.1% | +12.6% | +10.7% |
| 3M | -37.0% | -0.4% | -36.6% | -37.0% |
| 6M | -37.7% | -2.2% | -35.5% | -36.7% |
| YTD | -51.4% | +20.5% | -71.9% | -62.6% |
| 1Y | -23.4% | +61.2% | -84.5% | -57.8% |
| All | -35.3% | +43.9% | -79.2% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling