+1,454.5%
TROW vs TKO
+1,400.2%
+54.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 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% | -10.3% |
| 5Y | -38.9% | +294.3% | -333.2% | -59.6% |
| 10Y | +128.5% | +983.2% | -854.6% | +6.5% |
| All | +1,454.5% | +1,400.2% | +54.2% | +345.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling