-56.8%
TSLL vs VALE
+26.0%
-82.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.2% | +7.4% | +7.8% |
| 7D | -21.2% | +1.8% | -23.0% | -22.4% |
| 30D | -13.3% | -14.8% | +1.5% | -3.1% |
| 3M | +15.4% | -19.0% | +34.4% | +33.0% |
| 6M | -34.2% | -27.7% | -6.5% | -17.0% |
| YTD | -52.9% | -8.5% | -44.4% | -51.0% |
| 1Y | -54.3% | +2.6% | -57.0% | -56.5% |
| 3Y | -18.4% | +4.0% | -22.4% | -26.0% |
| All | -56.8% | +26.0% | -82.9% | -63.8% |
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