+537.0%
TDG vs TROW
+130.0%
+406.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.8% |
| 7D | -1.9% | -3.2% | +1.3% | -0.3% |
| 30D | -7.7% | -4.6% | -3.1% | -5.6% |
| 3M | -9.3% | -0.7% | -8.7% | -9.4% |
| 6M | -9.4% | +22.2% | -31.6% | -18.4% |
| YTD | -14.3% | +6.6% | -20.9% | -17.6% |
| 1Y | -11.8% | +5.8% | -17.7% | -15.2% |
| 3Y | +52.0% | +11.6% | +40.4% | +38.0% |
| 5Y | +128.8% | -38.9% | +167.8% | +178.4% |
| All | +537.0% | +130.0% | +406.9% | +374.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling