+97.4%
TXT price history and return analytics
+221.4%
-124.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.2% |
| 7D | -0.2% | +1.0% | -1.2% | -1.5% |
| 30D | -11.1% | -0.2% | -10.8% | -10.8% |
| 3M | -13.0% | +4.5% | -17.5% | -18.1% |
| 6M | -16.2% | +14.1% | -30.3% | -29.9% |
| YTD | -8.7% | +14.8% | -23.5% | -24.4% |
| 1Y | -3.8% | +21.2% | -25.0% | -26.0% |
| 3Y | +5.5% | +76.6% | -71.1% | -51.4% |
| 5Y | +12.3% | +66.6% | -54.3% | -43.5% |
| 10Y | +97.4% | +222.3% | -124.9% | -54.9% |
| All | +97.4% | +221.4% | -124.0% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling