-31.9%
VALE vs TXT
-8.0%
-23.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.5% |
| 7D | -1.5% | -1.1% | -0.4% | -1.5% |
| 30D | -15.6% | +13.3% | -28.9% | -16.8% |
| 3M | -19.5% | -5.1% | -14.4% | -17.5% |
| 6M | -31.9% | -7.1% | -24.7% | -30.2% |
| All | -31.9% | -8.0% | -23.9% | -30.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling