-20.7%
TOST vs TROW
+5.3%
-26.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.4% |
| 7D | -4.7% | -1.5% | -3.2% | -3.6% |
| 30D | -9.1% | -5.3% | -3.8% | -5.4% |
| 3M | +29.8% | +2.9% | +26.9% | +25.7% |
| 6M | +10.0% | +22.2% | -12.2% | -9.5% |
| YTD | -8.6% | +8.1% | -16.7% | -16.1% |
| 1Y | -20.7% | +5.8% | -26.5% | -25.4% |
| All | -20.7% | +5.3% | -26.0% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling