+6.1%
TROW vs TMF
-25.6%
+31.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +0.3% |
| 7D | -3.0% | -4.8% | +1.8% | -2.3% |
| 30D | -5.5% | -4.9% | -0.5% | -4.8% |
| 3M | +2.3% | -13.4% | +15.7% | +3.8% |
| 6M | +23.9% | -23.0% | +47.0% | +25.7% |
| YTD | +7.9% | -20.2% | +28.1% | +10.1% |
| 1Y | +6.1% | -26.5% | +32.6% | +9.3% |
| All | +6.1% | -25.6% | +31.8% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling