+76.5%
TXN vs TROW
+11.3%
+65.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.5% |
| 7D | +4.0% | -3.2% | +7.1% | +5.9% |
| 30D | -2.9% | -4.6% | +1.8% | -0.3% |
| 3M | -9.1% | -0.7% | -8.4% | -9.6% |
| 6M | +36.6% | +22.2% | +14.4% | +19.2% |
| YTD | +57.5% | +6.6% | +50.9% | +49.0% |
| 1Y | +49.5% | +5.8% | +43.7% | +42.0% |
| 3Y | +76.5% | +11.6% | +64.9% | +52.1% |
| All | +76.5% | +11.3% | +65.2% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 3y: compounded portfolio wealth divided by compounded TROW 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…
3y analysis · Full analysis span regression · 6 months rolling