+21.0%
TROW vs TXG
+24.6%
-3.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.0% |
| 7D | -1.5% | +9.1% | -10.6% | -3.2% |
| 30D | -5.3% | +14.9% | -20.2% | -8.0% |
| 3M | +2.9% | +120.0% | -117.0% | -12.8% |
| 6M | +22.2% | +221.8% | -199.6% | -5.2% |
| YTD | +8.1% | +312.6% | -304.5% | -20.9% |
| 1Y | +5.8% | +398.4% | -392.6% | -26.8% |
| 3Y | +14.0% | +42.1% | -28.1% | -4.4% |
| 5Y | -38.3% | -63.5% | +25.2% | -41.0% |
| All | +21.0% | +24.6% | -3.6% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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