+21.7%
TROW vs TENB
+1.3%
+20.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -1.5% | -1.7% | +0.2% | -1.1% |
| 30D | -5.3% | -8.3% | +3.0% | -3.8% |
| 3M | +2.9% | +26.2% | -23.2% | -5.1% |
| 6M | +22.2% | +60.2% | -38.0% | +4.0% |
| YTD | +8.1% | +43.1% | -35.0% | -5.6% |
| 1Y | +5.8% | +9.4% | -3.5% | -0.5% |
| 3Y | +14.0% | -23.9% | +37.9% | +15.6% |
| 5Y | -38.3% | -28.2% | -10.0% | -39.4% |
| All | +21.7% | +1.3% | +20.4% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling