-48.9%
TSLL vs VALE
+25.9%
-74.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +0.5% | +1.3% | -0.8% | -0.4% |
| 30D | +2.7% | -14.3% | +17.0% | +14.3% |
| 3M | +26.3% | -16.8% | +43.1% | +43.0% |
| 6M | -37.2% | -30.2% | -7.0% | -18.6% |
| YTD | -44.2% | -8.6% | -35.6% | -41.9% |
| 1Y | -44.0% | +1.6% | -45.6% | -46.2% |
| 3Y | 0.0% | +4.1% | -4.1% | -9.2% |
| All | -48.9% | +25.9% | -74.8% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling