+3.7%
VALE vs TSLQ
-17.8%
+21.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.4% | -2.3% | +4.7% |
| 7D | -0.3% | +9.8% | -10.2% | +0.5% |
| 30D | -19.2% | -6.0% | -13.2% | -19.5% |
| 3M | -20.7% | -35.0% | +14.3% | -23.4% |
| 6M | -25.8% | -24.9% | -0.8% | -25.6% |
| YTD | -9.8% | -12.7% | +2.9% | -8.4% |
| 1Y | +3.7% | -21.0% | +24.7% | +4.7% |
| All | +3.7% | -17.8% | +21.4% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling