-38.3%
TROW vs TAP
-0.5%
-37.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -1.5% | -5.1% | +3.6% | -0.1% |
| 30D | -5.3% | -8.4% | +3.1% | -3.1% |
| 3M | +2.9% | -3.9% | +6.9% | +3.6% |
| 6M | +22.2% | -14.4% | +36.6% | +26.9% |
| YTD | +8.1% | -14.7% | +22.8% | +11.7% |
| 1Y | +5.8% | -18.7% | +24.5% | +10.8% |
| 3Y | +14.0% | -32.6% | +46.7% | +26.2% |
| 5Y | -38.3% | -1.4% | -36.9% | -42.1% |
| All | -38.3% | -0.5% | -37.7% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling