+0.9%
TEL vs TROW
+4.9%
-4.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.1% |
| 7D | +1.6% | -3.2% | +4.8% | +3.1% |
| 30D | -0.7% | -4.6% | +3.9% | +1.5% |
| 3M | +2.4% | -0.7% | +3.1% | +2.2% |
| 6M | +4.1% | +22.2% | -18.1% | -6.9% |
| YTD | -5.8% | +6.6% | -12.5% | -11.4% |
| 1Y | +0.9% | +5.8% | -5.0% | -4.8% |
| All | +0.9% | +4.9% | -4.0% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling