+696.3%
TEL vs TROW
+284.2%
+412.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.2% |
| 7D | +1.6% | -3.2% | +4.8% | +3.3% |
| 30D | -0.7% | -4.6% | +3.9% | +1.7% |
| 3M | +2.4% | -0.7% | +3.1% | +2.4% |
| 6M | +4.1% | +22.2% | -18.1% | -6.7% |
| YTD | -5.8% | +6.6% | -12.5% | -9.6% |
| 1Y | +0.9% | +5.8% | -5.0% | -3.0% |
| 3Y | +72.6% | +11.6% | +61.0% | +58.9% |
| 5Y | +57.5% | -38.9% | +96.5% | +92.8% |
| 10Y | +313.6% | +128.5% | +185.1% | +146.2% |
| All | +696.3% | +284.2% | +412.0% | +219.6% |
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