+6,308.3%
TSM vs VALE
+2,275.1%
+4,033.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +2.9% |
| 7D | +2.7% | +1.6% | +1.1% | +2.2% |
| 30D | +3.6% | +5.1% | -1.5% | +1.8% |
| 3M | -3.4% | -0.4% | -3.0% | -3.4% |
| 6M | +20.6% | -2.2% | +22.8% | +21.2% |
| YTD | +41.9% | +20.5% | +21.3% | +32.9% |
| 1Y | +84.4% | +61.2% | +23.2% | +57.3% |
| 3Y | +380.2% | +43.1% | +337.1% | +319.1% |
| 5Y | +275.3% | +34.0% | +241.4% | +218.7% |
| 10Y | +1,751.4% | +469.7% | +1,281.7% | +776.1% |
| All | +6,308.3% | +2,275.1% | +4,033.2% | +753.0% |
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 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