+41.9%
TMUS vs TROW
-38.1%
+80.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.1% |
| 7D | -5.3% | -1.5% | -3.8% | -5.1% |
| 30D | +0.1% | -5.3% | +5.4% | +1.0% |
| 3M | -0.6% | +2.9% | -3.6% | -1.2% |
| 6M | -17.5% | +22.2% | -39.8% | -20.6% |
| YTD | -11.3% | +8.1% | -19.3% | -12.8% |
| 1Y | -25.4% | +5.8% | -31.2% | -26.5% |
| 3Y | +35.5% | +14.0% | +21.5% | +29.3% |
| 5Y | +41.9% | -38.3% | +80.2% | +52.3% |
| All | +41.9% | -38.1% | +80.0% | +52.3% |
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