-34.5%
TLT vs TROW
-37.1%
+2.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | +1.0% | +9.3% | -8.3% | +0.4% |
| 3M | -2.7% | -0.9% | -1.8% | -2.7% |
| 6M | -4.1% | +8.3% | -12.5% | -4.8% |
| YTD | -5.4% | +10.6% | -16.0% | -6.2% |
| 1Y | -7.0% | +10.5% | -17.6% | -7.8% |
| 3Y | +2.8% | +36.5% | -33.7% | -0.2% |
| All | -34.5% | -37.1% | +2.6% | -40.0% |
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