+59.6%
TXN vs VALE
+40.3%
+19.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +4.0% | -0.3% | +4.2% | +4.0% |
| 30D | -2.9% | +8.6% | -11.5% | -5.0% |
| 3M | -9.1% | +2.0% | -11.1% | -9.6% |
| 6M | +36.6% | +2.1% | +34.5% | +35.4% |
| YTD | +57.5% | +20.2% | +37.3% | +49.6% |
| 1Y | +49.5% | +55.2% | -5.6% | +33.6% |
| 3Y | +76.5% | +45.9% | +30.7% | +56.5% |
| All | +59.6% | +40.3% | +19.3% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling