+14,278.0%
TROW vs TXT
+2,083.0%
+12,195.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | -4.0% | -11.1% | +7.0% | +1.4% |
| 3M | +5.0% | -13.0% | +18.0% | +11.6% |
| 6M | +24.3% | -16.2% | +40.5% | +34.1% |
| YTD | +9.8% | -8.7% | +18.5% | +13.0% |
| 1Y | +6.4% | -3.8% | +10.2% | +6.6% |
| 3Y | +15.8% | +5.5% | +10.3% | +10.1% |
| 5Y | -37.3% | +12.3% | -49.6% | -42.2% |
| 10Y | +130.6% | +97.4% | +33.2% | +51.1% |
| All | +14,278.0% | +2,083.0% | +12,195.0% | +3,036.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling