+13.5%
TROW vs TLN
+589.3%
-575.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -1.3% |
| 7D | -1.5% | +5.8% | -7.3% | -2.1% |
| 30D | -5.3% | -6.9% | +1.6% | -4.7% |
| 3M | +2.9% | -10.9% | +13.8% | +3.6% |
| 6M | +22.2% | -4.6% | +26.8% | +21.3% |
| YTD | +8.1% | -14.7% | +22.8% | +8.5% |
| 1Y | +5.8% | -17.9% | +23.7% | +6.3% |
| 3Y | +14.0% | +483.9% | -469.9% | -28.9% |
| All | +13.5% | +589.3% | -575.8% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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