+1,701.1%
VALE vs TXT
+317.6%
+1,383.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -4.9% | -4.1% |
| 7D | +5.5% | -1.1% | +6.5% | +5.9% |
| 30D | -15.0% | +17.1% | -32.0% | -21.9% |
| 3M | -20.0% | -2.6% | -17.4% | -19.9% |
| 6M | -28.4% | -4.6% | -23.8% | -27.9% |
| YTD | -8.6% | -0.3% | -8.3% | -10.6% |
| 1Y | +2.0% | +5.9% | -3.9% | -3.3% |
| 3Y | +4.1% | +14.4% | -10.3% | -7.2% |
| 5Y | +46.4% | +15.9% | +30.6% | +26.4% |
| 10Y | +202.4% | +99.6% | +102.8% | +85.2% |
| All | +1,701.1% | +317.6% | +1,383.5% | +693.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling