+41.6%
TXN vs VALE
+60.7%
-19.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -0.1% | +1.6% | -1.7% | -0.7% |
| 30D | -6.9% | +5.1% | -12.1% | -8.8% |
| 3M | -14.9% | -0.4% | -14.5% | -15.0% |
| 6M | +29.0% | -2.2% | +31.2% | +28.0% |
| YTD | +51.5% | +20.5% | +30.9% | +35.7% |
| 1Y | +41.6% | +61.2% | -19.6% | +23.2% |
| All | +41.6% | +60.7% | -19.1% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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