+296.2%
TMUS vs TROW
+299.6%
-3.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | +0.2% |
| 7D | +6.5% | -0.5% | +7.0% | +6.7% |
| 30D | +11.3% | +6.7% | +4.5% | +8.1% |
| 3M | -2.9% | -1.7% | -1.2% | -2.6% |
| 6M | -10.5% | +7.8% | -18.3% | -13.9% |
| YTD | -14.4% | +9.9% | -24.3% | -19.1% |
| 1Y | -17.9% | +8.7% | -26.6% | -22.1% |
| 3Y | +21.9% | +35.2% | -13.4% | +1.8% |
| 5Y | +52.1% | -37.5% | +89.6% | +69.5% |
| 10Y | +242.4% | +123.7% | +118.6% | +99.6% |
| All | +296.2% | +299.6% | -3.5% | +57.4% |
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