+306.7%
TPR vs TROW
+128.2%
+178.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.2% |
| 7D | -7.3% | -1.5% | -5.8% | -6.3% |
| 30D | -30.7% | -5.3% | -25.4% | -27.9% |
| 3M | -21.6% | +2.9% | -24.6% | -23.7% |
| 6M | -21.3% | +22.2% | -43.5% | -32.4% |
| YTD | -10.2% | +8.1% | -18.3% | -16.4% |
| 1Y | +9.5% | +5.8% | +3.7% | +3.4% |
| 3Y | +280.8% | +14.0% | +266.8% | +232.4% |
| 5Y | +218.7% | -38.3% | +257.0% | +332.7% |
| 10Y | +306.7% | +131.7% | +175.0% | +149.7% |
| All | +306.7% | +128.2% | +178.5% | +149.7% |
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 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