+38.7%
VALE vs TXT
+14.6%
+24.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +1.3% | -0.8% | +2.1% | +1.6% |
| 30D | -14.3% | +13.4% | -27.8% | -18.7% |
| 3M | -16.8% | -2.5% | -14.3% | -16.5% |
| 6M | -30.2% | -6.2% | -24.0% | -29.1% |
| YTD | -8.6% | -1.3% | -7.2% | -9.6% |
| 1Y | +1.6% | +4.3% | -2.7% | -1.8% |
| 3Y | +4.1% | +13.2% | -9.1% | -5.5% |
| 5Y | +38.7% | +12.4% | +26.3% | +26.5% |
| All | +38.7% | +14.6% | +24.1% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling