+1,643.1%
TSM vs VALE
+204.8%
+1,438.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.5% |
| 7D | +6.2% | -3.2% | +9.4% | +7.2% |
| 30D | -7.3% | -15.1% | +7.8% | -2.7% |
| 3M | -7.1% | -18.7% | +11.6% | -1.3% |
| 6M | +0.2% | -31.5% | +31.7% | +12.1% |
| YTD | +32.2% | -11.4% | +43.7% | +36.4% |
| 1Y | +42.8% | -1.9% | +44.6% | +42.6% |
| 3Y | +330.4% | +1.7% | +328.7% | +319.6% |
| 5Y | +263.9% | +35.4% | +228.5% | +212.5% |
| All | +1,643.1% | +204.8% | +1,438.3% | +1,089.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling