+11.6%
TROW vs TENB
-34.6%
+46.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -0.1% |
| 7D | -3.2% | -12.1% | +8.9% | -0.9% |
| 30D | -4.6% | -18.6% | +14.0% | -1.3% |
| 3M | -0.7% | +12.1% | -12.7% | -4.9% |
| 6M | +22.2% | +46.8% | -24.6% | +8.6% |
| YTD | +6.6% | +28.0% | -21.3% | -2.3% |
| 1Y | +5.8% | -1.4% | +7.2% | +4.0% |
| 3Y | +11.6% | -33.9% | +45.5% | +18.2% |
| All | +11.6% | -34.6% | +46.2% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling