-36.7%
TROW vs TXT
+8.5%
-45.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +1.1% |
| 7D | +0.5% | +0.1% | +0.3% | +0.4% |
| 30D | +9.3% | +13.3% | -4.0% | +1.0% |
| 3M | -0.9% | -5.0% | +4.1% | +1.4% |
| 6M | +8.3% | -8.4% | +16.8% | +12.5% |
| YTD | +10.6% | -4.0% | +14.6% | +9.7% |
| 1Y | +10.5% | +2.8% | +7.8% | +4.6% |
| 3Y | +36.5% | +10.3% | +26.2% | +19.0% |
| All | -36.7% | +8.5% | -45.3% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling