-46.7%
TOST vs TROW
-34.3%
-12.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.6% |
| 7D | -0.9% | +0.4% | -1.3% | -1.3% |
| 30D | -3.5% | -4.0% | +0.6% | +0.3% |
| 3M | +38.1% | +5.0% | +33.1% | +30.8% |
| 6M | +9.9% | +24.3% | -14.4% | -12.4% |
| YTD | -6.3% | +9.8% | -16.0% | -15.8% |
| 1Y | -18.3% | +6.4% | -24.8% | -24.3% |
| 3Y | +59.7% | +15.8% | +43.9% | +31.9% |
| All | -46.7% | -34.3% | -12.4% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling