-35.1%
TLT vs TROW
-36.8%
+1.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.3% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +2.2% | +6.7% | -4.6% | +1.6% |
| 3M | -1.7% | -1.7% | -0.1% | -1.7% |
| 6M | -4.0% | +7.8% | -11.8% | -4.5% |
| YTD | -4.9% | +9.9% | -14.9% | -5.7% |
| 1Y | -7.4% | +8.7% | -16.1% | -8.1% |
| 3Y | +3.0% | +35.2% | -32.2% | 0.0% |
| 5Y | -35.1% | -37.5% | +2.4% | -40.7% |
| All | -35.1% | -36.8% | +1.7% | -40.7% |
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