+317.5%
TMUS vs TROW
+130.0%
+187.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.3% |
| 7D | +0.4% | -3.2% | +3.6% | +1.4% |
| 30D | +3.5% | -4.6% | +8.1% | +4.9% |
| 3M | -1.3% | -0.7% | -0.7% | -1.4% |
| 6M | -13.6% | +22.2% | -35.8% | -19.1% |
| YTD | -8.8% | +6.6% | -15.4% | -11.3% |
| 1Y | -22.9% | +5.8% | -28.7% | -25.0% |
| 3Y | +36.7% | +11.6% | +25.1% | +27.4% |
| 5Y | +46.6% | -38.9% | +85.5% | +66.3% |
| All | +317.5% | +130.0% | +187.5% | +183.9% |
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