+46.4%
VALE vs TSLQ
-95.5%
+141.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -0.9% |
| 7D | -0.2% | +5.7% | -5.9% | +0.3% |
| 30D | +9.7% | -21.1% | +30.8% | +8.1% |
| 3M | +5.3% | -11.5% | +16.8% | +5.6% |
| 6M | +0.5% | -14.9% | +15.5% | +1.5% |
| YTD | +20.6% | +2.4% | +18.2% | +23.7% |
| 1Y | +57.6% | -49.8% | +107.4% | +55.8% |
| All | +46.4% | -95.5% | +141.9% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling