+17.0%
TROW vs TAP
+4.4%
+12.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.0% | +2.9% | +5.9% |
| 7D | +8.2% | +9.9% | -1.7% | +8.3% |
| 30D | +8.3% | +18.1% | -9.8% | +8.5% |
| 3M | -1.6% | +3.2% | -4.8% | -1.6% |
| 6M | +11.9% | +8.4% | +3.5% | +12.0% |
| YTD | +14.3% | -4.4% | +18.7% | +13.1% |
| 1Y | +17.0% | +3.2% | +13.8% | +14.6% |
| All | +17.0% | +4.4% | +12.6% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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