+349.0%
TECK vs TROW
+130.0%
+219.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.5% |
| 7D | -3.8% | -3.2% | -0.7% | -2.0% |
| 30D | +0.7% | -4.6% | +5.3% | +3.7% |
| 3M | +4.6% | -0.7% | +5.3% | +4.7% |
| 6M | +25.1% | +22.2% | +2.9% | +10.7% |
| YTD | +39.2% | +6.6% | +32.5% | +33.2% |
| 1Y | +60.3% | +5.8% | +54.5% | +54.0% |
| 3Y | +62.9% | +11.6% | +51.3% | +48.5% |
| 5Y | +181.5% | -38.9% | +220.4% | +258.2% |
| All | +349.0% | +130.0% | +219.0% | +186.8% |
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 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