+1,199.2%
TNA vs TROW
+572.0%
+627.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.7% |
| 7D | -7.6% | -3.0% | -4.6% | -2.8% |
| 30D | -13.6% | -5.5% | -8.2% | -5.4% |
| 3M | +2.8% | +2.3% | +0.6% | -2.9% |
| 6M | +34.5% | +23.9% | +10.6% | -6.4% |
| YTD | +41.0% | +7.9% | +33.1% | +22.5% |
| 1Y | +52.0% | +6.1% | +45.9% | +36.8% |
| 3Y | +103.5% | +13.8% | +89.7% | +85.4% |
| 5Y | -22.5% | -38.2% | +15.7% | +114.5% |
| 10Y | +81.9% | +131.3% | -49.4% | -22.1% |
| All | +1,199.2% | +572.0% | +627.2% | +65.7% |
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