+131.2%
TLT vs TROW
+1,516.1%
-1,384.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | -0.3% | -4.0% | +3.7% | -0.7% |
| 3M | -1.7% | +5.0% | -6.7% | -1.1% |
| 6M | -4.9% | +24.3% | -29.2% | -2.5% |
| YTD | -2.8% | +9.8% | -12.6% | -1.6% |
| 1Y | -4.2% | +6.4% | -10.7% | -3.3% |
| 3Y | -1.1% | +15.8% | -16.9% | +1.3% |
| 5Y | -33.7% | -37.3% | +3.6% | -36.9% |
| 10Y | -20.7% | +130.6% | -151.3% | -5.8% |
| All | +131.2% | +1,516.1% | -1,384.9% | +287.0% |
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 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