+56.5%
TEL vs TROW
-39.3%
+95.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.2% |
| 7D | +1.6% | -3.2% | +4.8% | +3.4% |
| 30D | -0.7% | -4.6% | +3.9% | +1.8% |
| 3M | +2.4% | -0.7% | +3.1% | +2.4% |
| 6M | +4.1% | +22.2% | -18.1% | -7.2% |
| YTD | -5.8% | +6.6% | -12.5% | -9.9% |
| 1Y | +0.9% | +5.8% | -5.0% | -3.3% |
| 3Y | +72.6% | +11.6% | +61.0% | +57.2% |
| All | +56.5% | -39.3% | +95.9% | +90.4% |
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