+1,164.8%
TXN vs VALE
+2,301.5%
-1,136.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +2.7% | -1.8% | +4.5% | +3.2% |
| 30D | -6.7% | +6.7% | -13.4% | -8.4% |
| 3M | -8.9% | +4.9% | -13.8% | -10.1% |
| 6M | +34.7% | +3.6% | +31.1% | +33.0% |
| YTD | +53.3% | +21.9% | +31.4% | +44.7% |
| 1Y | +45.0% | +61.6% | -16.5% | +27.0% |
| 3Y | +73.1% | +52.1% | +21.0% | +52.2% |
| 5Y | +59.9% | +43.2% | +16.7% | +37.1% |
| 10Y | +415.7% | +521.5% | -105.8% | +177.9% |
| All | +1,164.8% | +2,301.5% | -1,136.7% | +155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling