+124.3%
TDG vs TROW
-39.3%
+163.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.7% |
| 7D | -1.9% | -3.2% | +1.3% | -0.5% |
| 30D | -7.7% | -4.6% | -3.1% | -5.9% |
| 3M | -9.3% | -0.7% | -8.7% | -9.4% |
| 6M | -9.4% | +22.2% | -31.6% | -17.0% |
| YTD | -14.3% | +6.6% | -20.9% | -17.0% |
| 1Y | -11.8% | +5.8% | -17.7% | -14.6% |
| 3Y | +52.0% | +11.6% | +40.4% | +40.5% |
| All | +124.3% | -39.3% | +163.6% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling