+5,839.6%
TSM vs VALE
+1,701.1%
+4,138.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +3.1% |
| 7D | -2.1% | +5.5% | -7.5% | -3.8% |
| 30D | -12.5% | -15.0% | +2.4% | -8.1% |
| 3M | -5.0% | -20.0% | +15.0% | +1.7% |
| 6M | -3.2% | -28.4% | +25.2% | +7.2% |
| YTD | +31.5% | -8.6% | +40.1% | +34.2% |
| 1Y | +35.7% | +2.0% | +33.7% | +33.6% |
| 3Y | +323.5% | +4.1% | +319.4% | +308.8% |
| 5Y | +263.4% | +46.4% | +216.9% | +199.9% |
| 10Y | +1,598.5% | +202.4% | +1,396.1% | +891.6% |
| All | +5,839.6% | +1,701.1% | +4,138.5% | +761.8% |
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 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