+128.4%
TLT vs TROW
+1,558.3%
-1,429.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -0.3% | +4.4% | -4.7% | +0.2% |
| 30D | +3.7% | +5.5% | -1.7% | +4.4% |
| 3M | -0.7% | -1.3% | +0.6% | -0.8% |
| 6M | -4.2% | +7.9% | -12.1% | -3.3% |
| YTD | -4.0% | +12.6% | -16.6% | -2.5% |
| 1Y | -5.8% | +13.3% | -19.2% | -4.3% |
| 3Y | +4.1% | +38.6% | -34.5% | +9.0% |
| 5Y | -34.8% | -34.7% | -0.1% | -37.7% |
| 10Y | -12.3% | +129.9% | -142.3% | +3.9% |
| All | +128.4% | +1,558.3% | -1,429.9% | +283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling