+17.0%
TROW vs TXT
+9.2%
+7.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.3% | +7.2% | +6.2% |
| 7D | +8.2% | +10.6% | -2.4% | +5.7% |
| 30D | +8.3% | +14.4% | -6.1% | +5.0% |
| 3M | -1.6% | -2.7% | +1.2% | -1.0% |
| 6M | +11.9% | -4.7% | +16.6% | +12.4% |
| YTD | +14.3% | -0.5% | +14.9% | +11.2% |
| 1Y | +17.0% | +8.7% | +8.3% | +4.4% |
| All | +17.0% | +9.2% | +7.8% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling