-39.0%
TROW vs TD
+125.7%
-164.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.6% |
| 7D | -3.2% | -0.5% | -2.6% | -2.8% |
| 30D | -4.6% | -1.9% | -2.7% | -3.5% |
| 3M | -0.7% | +4.8% | -5.4% | -4.3% |
| 6M | +22.2% | +28.0% | -5.8% | +1.7% |
| YTD | +6.6% | +30.3% | -23.7% | -12.5% |
| 1Y | +5.8% | +59.8% | -53.9% | -25.4% |
| 3Y | +11.6% | +124.7% | -113.1% | -40.1% |
| All | -39.0% | +125.7% | -164.6% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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