-20.7%
TLT vs TROW
+130.0%
-150.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | 0.0% |
| 7D | -1.6% | -3.2% | +1.5% | -1.8% |
| 30D | -1.1% | -4.6% | +3.5% | -1.4% |
| 3M | -4.9% | -0.7% | -4.2% | -4.8% |
| 6M | -5.0% | +22.2% | -27.2% | -3.7% |
| YTD | -4.4% | +6.6% | -11.0% | -3.9% |
| 1Y | -6.4% | +5.8% | -12.2% | -5.9% |
| 3Y | -2.0% | +11.6% | -13.6% | -0.9% |
| 5Y | -35.0% | -38.9% | +3.9% | -40.3% |
| All | -20.7% | +130.0% | -150.7% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling