+237.8%
TMUS vs TROW
+122.3%
+115.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +4.9% | +0.5% | +4.4% | +4.8% |
| 30D | +7.7% | +9.3% | -1.6% | +4.9% |
| 3M | -6.8% | -0.9% | -5.9% | -6.8% |
| 6M | -9.7% | +8.3% | -18.0% | -12.2% |
| YTD | -15.0% | +10.6% | -25.6% | -18.4% |
| 1Y | -19.1% | +10.5% | -29.7% | -22.4% |
| 3Y | +21.4% | +36.5% | -15.1% | +5.7% |
| 5Y | +51.2% | -37.1% | +88.2% | +70.0% |
| All | +237.8% | +122.3% | +115.5% | +149.1% |
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