-25.1%
TGT vs TROW
-39.3%
+14.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.6% |
| 7D | -5.2% | -3.2% | -2.1% | -3.7% |
| 30D | +1.2% | -4.6% | +5.8% | +3.5% |
| 3M | +18.4% | -0.7% | +19.0% | +17.9% |
| 6M | +33.4% | +22.2% | +11.2% | +19.4% |
| YTD | +63.8% | +6.6% | +57.2% | +56.2% |
| 1Y | +77.2% | +5.8% | +71.3% | +69.4% |
| 3Y | +41.8% | +11.6% | +30.2% | +29.2% |
| All | -25.1% | -39.3% | +14.2% | -15.8% |
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