+89.3%
TXT price history and return analytics
+222.7%
-133.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.1% |
| 7D | -1.1% | +2.9% | -4.0% | -4.7% |
| 30D | +13.3% | -2.5% | +15.8% | +16.6% |
| 3M | -5.1% | -3.3% | -1.8% | -1.4% |
| 6M | -7.1% | +1.5% | -8.7% | -9.8% |
| YTD | -3.2% | +11.4% | -14.6% | -17.1% |
| 1Y | +2.3% | +11.9% | -9.6% | -13.0% |
| 3Y | +11.1% | +73.9% | -62.8% | -48.1% |
| 5Y | +10.0% | +57.9% | -47.9% | -40.8% |
| All | +89.3% | +222.7% | -133.4% | -53.1% |
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