+116.8%
TROW vs TAP
-46.0%
+162.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.6% | -0.5% |
| 7D | +0.5% | +1.3% | -0.8% | 0.0% |
| 30D | +9.3% | +5.7% | +3.6% | +7.0% |
| 3M | -0.9% | -1.9% | +1.0% | -0.8% |
| 6M | +8.3% | +0.9% | +7.4% | +6.9% |
| YTD | +10.6% | -9.5% | +20.1% | +12.5% |
| 1Y | +10.5% | -9.0% | +19.5% | +11.9% |
| 3Y | +36.5% | -22.2% | +58.8% | +44.4% |
| 5Y | -37.1% | +1.2% | -38.3% | -41.3% |
| All | +116.8% | -46.0% | +162.8% | +107.4% |
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