+104.7%
TNA vs TROW
+11.3%
+93.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +3.1% |
| 7D | -7.3% | -3.2% | -4.1% | -2.0% |
| 30D | -14.2% | -4.6% | -9.6% | -7.1% |
| 3M | -4.6% | -0.7% | -3.9% | -6.5% |
| 6M | +36.9% | +22.2% | +14.7% | -6.2% |
| YTD | +42.5% | +6.6% | +35.9% | +23.0% |
| 1Y | +45.8% | +5.8% | +39.9% | +28.5% |
| 3Y | +104.7% | +11.6% | +93.0% | +68.1% |
| All | +104.7% | +11.3% | +93.3% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling