+16.0%
TFC vs TROW
-38.9%
+54.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.5% |
| 7D | -2.5% | -3.0% | +0.5% | -0.7% |
| 30D | -2.8% | -5.5% | +2.6% | +0.4% |
| 3M | +2.1% | +2.3% | -0.1% | 0.0% |
| 6M | +10.1% | +23.9% | -13.8% | -4.2% |
| YTD | +5.4% | +7.9% | -2.5% | -0.7% |
| 1Y | +16.3% | +6.1% | +10.2% | +10.5% |
| 3Y | +95.9% | +13.8% | +82.0% | +76.8% |
| 5Y | +16.0% | -38.2% | +54.2% | +39.8% |
| All | +16.0% | -38.9% | +54.9% | +39.8% |
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 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