+128.8%
TROW vs TMF
-81.8%
+210.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.7% | -3.4% | +1.7% | -1.9% |
| 30D | +6.4% | +11.5% | -5.1% | +7.3% |
| 3M | -1.5% | -4.5% | +3.0% | -1.8% |
| 6M | +8.3% | -15.0% | +23.2% | +7.0% |
| YTD | +12.4% | -19.9% | +32.3% | +10.7% |
| 1Y | +12.4% | -26.6% | +39.0% | +9.8% |
| 3Y | +38.3% | -29.8% | +68.1% | +36.6% |
| 5Y | -35.2% | -88.2% | +53.0% | -54.8% |
| 10Y | +128.8% | -81.4% | +210.2% | +99.9% |
| All | +128.8% | -81.8% | +210.6% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling