+2,275.1%
VALE vs TXT
+280.2%
+1,994.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.6% | -4.8% | +6.4% | +4.0% |
| 30D | +5.1% | -10.6% | +15.7% | +10.8% |
| 3M | -0.4% | -13.2% | +12.8% | +6.0% |
| 6M | -2.2% | -20.3% | +18.1% | +8.3% |
| YTD | +20.5% | -9.3% | +29.8% | +24.5% |
| 1Y | +61.2% | -2.7% | +63.9% | +60.5% |
| 3Y | +43.1% | +1.4% | +41.8% | +36.6% |
| 5Y | +34.0% | +9.6% | +24.4% | +19.5% |
| 10Y | +469.7% | +94.9% | +374.8% | +257.0% |
| All | +2,275.1% | +280.2% | +1,994.8% | +1,005.9% |
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