+491.2%
VALE vs TSN
-5.9%
+497.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | -0.2% | +1.4% | -1.5% | -0.6% |
| 30D | +9.7% | -6.2% | +15.9% | +11.6% |
| 3M | +5.3% | -5.7% | +10.9% | +6.5% |
| 6M | +0.5% | -11.4% | +11.9% | +3.2% |
| YTD | +20.6% | -8.2% | +28.8% | +22.3% |
| 1Y | +57.6% | -2.0% | +59.6% | +56.3% |
| 3Y | +50.6% | +11.9% | +38.7% | +42.0% |
| 5Y | +41.8% | -17.8% | +59.6% | +45.4% |
| All | +491.2% | -5.9% | +497.0% | +480.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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