+20.1%
TROW vs TENB
-9.4%
+29.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | +0.4% |
| 7D | -3.2% | -12.1% | +8.9% | 0.0% |
| 30D | -4.6% | -18.6% | +14.0% | -0.1% |
| 3M | -0.7% | +12.1% | -12.7% | -5.6% |
| 6M | +22.2% | +46.8% | -24.6% | +6.2% |
| YTD | +6.6% | +28.0% | -21.3% | -4.3% |
| 1Y | +5.8% | -1.4% | +7.2% | +2.1% |
| 3Y | +11.6% | -33.9% | +45.5% | +17.4% |
| 5Y | -38.9% | -34.6% | -4.3% | -38.6% |
| All | +20.1% | -9.4% | +29.5% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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