+2,275.1%
VALE vs TSN
+517.5%
+1,757.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +1.6% | -6.3% | +7.9% | +4.1% |
| 30D | +5.1% | -10.8% | +15.9% | +9.6% |
| 3M | -0.4% | -8.8% | +8.3% | +2.5% |
| 6M | -2.2% | -16.8% | +14.6% | +3.9% |
| YTD | +20.5% | -10.0% | +30.5% | +23.8% |
| 1Y | +61.2% | -5.3% | +66.4% | +61.5% |
| 3Y | +43.1% | +8.5% | +34.6% | +33.8% |
| 5Y | +34.0% | -22.9% | +56.9% | +40.5% |
| 10Y | +469.7% | -12.6% | +482.3% | +426.9% |
| All | +2,275.1% | +517.5% | +1,757.6% | +745.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling