+5.8%
TROW vs TCOM
-46.9%
+52.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -3.2% | -4.9% | +1.7% | -2.6% |
| 30D | -4.6% | -14.4% | +9.8% | -2.9% |
| 3M | -0.7% | -17.7% | +17.0% | +1.4% |
| 6M | +22.2% | -25.1% | +47.3% | +26.5% |
| YTD | +6.6% | -45.7% | +52.4% | +12.1% |
| 1Y | +5.8% | -47.9% | +53.7% | +10.4% |
| All | +5.8% | -46.9% | +52.7% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling