+55.2%
VALE vs TSLQ
-49.6%
+104.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.4% |
| 7D | -0.3% | -6.6% | +6.3% | -0.8% |
| 30D | +8.6% | -24.3% | +32.9% | +6.1% |
| 3M | +2.0% | -3.6% | +5.6% | +3.6% |
| 6M | +2.1% | -12.0% | +14.1% | +3.8% |
| YTD | +20.2% | +1.4% | +18.8% | +23.8% |
| 1Y | +55.2% | -43.6% | +98.7% | +56.2% |
| All | +55.2% | -49.6% | +104.8% | +56.2% |
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