+124.8%
TROW vs TDY
+479.2%
-354.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.8% |
| 7D | -3.2% | -1.1% | -2.1% | -2.6% |
| 30D | -4.6% | -12.0% | +7.4% | +2.0% |
| 3M | -0.7% | -3.2% | +2.5% | +0.6% |
| 6M | +22.2% | -7.9% | +30.1% | +26.5% |
| YTD | +6.6% | +18.2% | -11.6% | -4.3% |
| 1Y | +5.8% | +6.7% | -0.8% | +0.3% |
| 3Y | +11.6% | +47.5% | -35.9% | -12.5% |
| 5Y | -38.9% | +39.5% | -78.4% | -50.9% |
| All | +124.8% | +479.2% | -354.4% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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