+1,707.0%
TSM vs VALE
+214.6%
+1,492.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +4.4% | +1.3% | +3.1% | +4.0% |
| 30D | -7.0% | -14.3% | +7.4% | -2.7% |
| 3M | -1.8% | -16.8% | +15.0% | +3.6% |
| 6M | +2.7% | -30.2% | +32.9% | +14.2% |
| YTD | +37.1% | -8.6% | +45.7% | +40.0% |
| 1Y | +43.5% | +1.6% | +41.8% | +41.8% |
| 3Y | +341.5% | +4.1% | +337.4% | +327.3% |
| 5Y | +278.9% | +38.7% | +240.2% | +223.0% |
| All | +1,707.0% | +214.6% | +1,492.4% | +1,120.9% |
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