+124.8%
TROW vs TAP
-49.9%
+174.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.6% |
| 7D | -3.2% | -3.9% | +0.7% | -1.9% |
| 30D | -4.6% | -5.3% | +0.7% | -3.0% |
| 3M | -0.7% | -3.8% | +3.1% | +0.1% |
| 6M | +22.2% | -11.4% | +33.6% | +26.3% |
| YTD | +6.6% | -13.7% | +20.4% | +10.6% |
| 1Y | +5.8% | -17.2% | +23.0% | +10.9% |
| 3Y | +11.6% | -33.1% | +44.7% | +25.0% |
| 5Y | -38.9% | +0.8% | -39.7% | -42.8% |
| All | +124.8% | -49.9% | +174.7% | +110.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling