+124.8%
TROW vs TCOM
-9.8%
+134.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -3.2% | -4.9% | +1.7% | -2.2% |
| 30D | -4.6% | -14.4% | +9.8% | -1.7% |
| 3M | -0.7% | -17.7% | +17.0% | +2.9% |
| 6M | +22.2% | -25.1% | +47.3% | +28.9% |
| YTD | +6.6% | -45.7% | +52.4% | +19.3% |
| 1Y | +5.8% | -47.9% | +53.7% | +19.3% |
| 3Y | +11.6% | +8.9% | +2.7% | +3.5% |
| 5Y | -38.9% | +26.9% | -65.8% | -48.4% |
| All | +124.8% | -9.8% | +134.6% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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