-50.0%
TE vs TROW
+10.6%
-60.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.4% | -2.0% |
| 7D | +15.0% | -1.5% | +16.5% | +16.1% |
| 30D | -7.5% | -5.3% | -2.2% | -4.1% |
| 3M | -42.0% | +2.9% | -44.9% | -43.3% |
| 6M | -31.4% | +22.2% | -53.6% | -39.8% |
| YTD | -26.5% | +8.1% | -34.6% | -30.2% |
| 1Y | +153.1% | +5.8% | +147.3% | +144.8% |
| 3Y | -20.7% | +14.0% | -34.7% | -23.2% |
| 5Y | -45.4% | -38.3% | -7.2% | -42.6% |
| All | -50.0% | +10.6% | -60.6% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling