+14,278.0%
TROW vs TAP
+787.1%
+13,490.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.7% |
| 7D | +0.4% | -2.3% | +2.7% | +1.0% |
| 30D | -4.0% | -9.4% | +5.4% | -1.7% |
| 3M | +5.0% | -0.8% | +5.8% | +4.8% |
| 6M | +24.3% | -14.7% | +39.1% | +28.7% |
| YTD | +9.8% | -13.9% | +23.7% | +12.9% |
| 1Y | +6.4% | -18.6% | +25.1% | +10.8% |
| 3Y | +15.8% | -32.0% | +47.8% | +25.1% |
| 5Y | -37.3% | -1.0% | -36.3% | -39.0% |
| 10Y | +130.6% | -51.4% | +182.0% | +155.7% |
| All | +14,278.0% | +787.1% | +13,490.9% | +9,707.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling