+3.6%
TROW vs TAP
-14.5%
+18.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.3% | -2.3% | +1.0% | -1.4% |
| 30D | -4.5% | -2.1% | -2.4% | -4.6% |
| 3M | +3.9% | +6.6% | -2.7% | +4.2% |
| 6M | +22.6% | -11.5% | +34.1% | +21.5% |
| YTD | +10.1% | -10.3% | +20.4% | +8.9% |
| 1Y | +3.6% | -14.4% | +18.0% | +0.5% |
| All | +3.6% | -14.5% | +18.1% | +0.5% |
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