+1,044.6%
TROW vs TDY
+7,056.0%
-6,011.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.6% |
| 7D | -3.2% | -1.1% | -2.1% | -2.8% |
| 30D | -4.6% | -12.0% | +7.4% | +0.1% |
| 3M | -0.7% | -3.2% | +2.5% | +0.3% |
| 6M | +22.2% | -7.9% | +30.1% | +25.4% |
| YTD | +6.6% | +18.2% | -11.6% | -0.9% |
| 1Y | +5.8% | +6.7% | -0.8% | +2.2% |
| 3Y | +11.6% | +47.5% | -35.9% | -5.2% |
| 5Y | -38.9% | +39.5% | -78.4% | -46.9% |
| 10Y | +128.5% | +477.2% | -348.6% | +16.7% |
| All | +1,044.6% | +7,056.0% | -6,011.4% | +289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling