+78.0%
VALE vs TSLQ
-97.2%
+175.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.4% |
| 7D | -0.3% | -6.6% | +6.3% | -0.7% |
| 30D | +8.6% | -24.3% | +32.9% | +6.7% |
| 3M | +2.0% | -3.6% | +5.6% | +3.0% |
| 6M | +2.1% | -12.0% | +14.1% | +3.4% |
| YTD | +20.2% | +1.4% | +18.8% | +23.3% |
| 1Y | +55.2% | -43.6% | +98.7% | +54.4% |
| 3Y | +45.9% | -95.4% | +141.3% | +33.5% |
| All | +78.0% | -97.2% | +175.2% | +72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling