-39.0%
TROW vs TKO
+291.2%
-330.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | -3.2% | +2.3% | -5.5% | -3.8% |
| 30D | -4.6% | -2.5% | -2.1% | -4.1% |
| 3M | -0.7% | -10.6% | +9.9% | +1.8% |
| 6M | +22.2% | -5.1% | +27.3% | +23.0% |
| YTD | +6.6% | -8.2% | +14.8% | +7.9% |
| 1Y | +5.8% | -4.4% | +10.3% | +5.7% |
| 3Y | +11.6% | +100.4% | -88.8% | -10.6% |
| All | -39.0% | +291.2% | -330.2% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 5y: compounded portfolio wealth divided by compounded TKO 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…
5y analysis · Full analysis span regression · 6 months rolling