+14,325.3%
TROW vs TXT
+2,070.1%
+12,255.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -1.3% | -4.8% | +3.5% | +1.0% |
| 30D | -4.5% | -10.6% | +6.1% | +0.6% |
| 3M | +3.9% | -13.2% | +17.0% | +10.5% |
| 6M | +22.6% | -20.3% | +42.9% | +35.4% |
| YTD | +10.1% | -9.3% | +19.4% | +13.7% |
| 1Y | +3.6% | -2.7% | +6.3% | +3.1% |
| 3Y | +12.4% | +1.4% | +11.0% | +8.9% |
| 5Y | -37.5% | +9.6% | -47.0% | -41.8% |
| 10Y | +130.0% | +94.9% | +35.1% | +51.6% |
| All | +14,325.3% | +2,070.1% | +12,255.2% | +3,055.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling