+53.3%
VALE vs TXT
+5.7%
+47.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +2.9% | -0.2% | +3.1% | +3.0% |
| 30D | +8.8% | -11.1% | +19.9% | +13.3% |
| 3M | +6.8% | -13.0% | +19.8% | +11.8% |
| 6M | +6.9% | -16.2% | +23.1% | +13.3% |
| YTD | +22.8% | -8.7% | +31.5% | +25.3% |
| 1Y | +61.3% | -3.8% | +65.0% | +60.9% |
| 3Y | +53.3% | +5.5% | +47.8% | +40.0% |
| All | +53.3% | +5.7% | +47.6% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling