-60.3%
TSLL vs VALE
+24.5%
-84.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.2% | -22.1% | -22.0% |
| 7D | -28.9% | +2.4% | -31.3% | -30.4% |
| 30D | -21.4% | -18.7% | -2.8% | -9.2% |
| 3M | +5.0% | -21.2% | +26.2% | +23.4% |
| 6M | -36.6% | -26.1% | -10.5% | -21.2% |
| YTD | -56.6% | -9.6% | -47.0% | -54.5% |
| 1Y | -60.9% | +0.7% | -61.6% | -62.2% |
| 3Y | -25.2% | +3.3% | -28.6% | -31.8% |
| All | -60.3% | +24.5% | -84.8% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling