-44.8%
TOST vs TROW
-32.6%
-12.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +3.0% | +4.4% | -1.4% | -1.3% |
| 30D | +10.3% | +5.5% | +4.8% | +4.7% |
| 3M | -3.3% | -1.3% | -2.0% | -2.4% |
| 6M | +37.8% | +7.9% | +29.9% | +26.8% |
| YTD | -2.8% | +12.6% | -15.4% | -15.0% |
| 1Y | -9.6% | +13.3% | -22.9% | -21.4% |
| 3Y | +144.6% | +38.6% | +106.1% | +66.7% |
| 5Y | -31.0% | -34.7% | +3.8% | +15.5% |
| All | -44.8% | -32.6% | -12.2% | -7.8% |
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