+55.6%
TOST vs TROW
+15.1%
+40.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.9% |
| 7D | -3.4% | -1.3% | -2.1% | -2.4% |
| 30D | -2.4% | -4.5% | +2.1% | +1.2% |
| 3M | +34.6% | +3.9% | +30.7% | +29.7% |
| 6M | +15.2% | +22.6% | -7.4% | -4.2% |
| YTD | -4.4% | +10.1% | -14.5% | -12.9% |
| 1Y | -17.4% | +3.6% | -21.0% | -20.8% |
| All | +55.6% | +15.1% | +40.5% | +31.2% |
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