+139.0%
VALE vs TXG
+27.0%
+112.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.7% | -0.8% |
| 7D | -0.3% | +9.5% | -9.7% | -1.5% |
| 30D | +8.6% | +18.8% | -10.1% | +5.9% |
| 3M | +2.0% | +136.1% | -134.1% | -10.2% |
| 6M | +2.1% | +235.2% | -233.1% | -15.0% |
| YTD | +20.2% | +320.5% | -300.3% | -3.5% |
| 1Y | +55.2% | +425.2% | -370.0% | +19.5% |
| 3Y | +45.9% | +42.9% | +3.0% | +28.4% |
| 5Y | +41.4% | -62.8% | +104.2% | +43.7% |
| All | +139.0% | +27.0% | +112.0% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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