A report from Forrester studyed on TW about the ROI of Agile Development
http://prninternational.com/cgi/news/release?id=118261

- Reduced cost by 57 per cent compared to other IT solutions for similar complex projects.

- Reduced effort by 62 per cent compared to alternatives, including in- house development and previously employed consultants.

- Reduced critical defects by nearly 80 per cent.

- Reduced overall defects by more than 60 per cent.

But I think, this report can't on behalf of the average ROI of agile development , because TW is so special, there are so many technical talents, not every company that practice agile development can do XP well, in result, it's hard to achieve such high ROI.